• Title/Summary/Keyword: weak invariance principle

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SELF-NORMALIZED WEAK LIMIT THEOREMS FOR A ø-MIXING SEQUENCE

  • Choi, Yong-Kab;Moon, Hee-Jin
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.6
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    • pp.1139-1153
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    • 2010
  • Let {$X_j,\;j\geq1$} be a strictly stationary $\phi$-mixing sequence of non-degenerate random variables with $EX_1$ = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {$X_j$} under the condition that L(x) := $EX_1^2I{|X_1|{\leq}x}$ is a slowly varying function at $\infty$, without any higher moment conditions.