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A weak invariance principle for self-normalized products of sums of mixing sequences |
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| Authors: | Ke-ang Fu Wei Huang |
| Affiliation: | Dept. of Math., Zhejiang Univ., Hangzhou 310027, China |
| Abstract: | Let {X,Xn,n≥1} be a sequence of strictly stationary φ-mixing positive random variables in the domain of attraction of the normal law. Under some suitable conditions the weak invariance principle for self-normalized products of partial sums is obtained. |
| Keywords: | self-normalized product domain of attraction of the normal law Wiener process |
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