Work

Moments for self-normalized partial sums

Year: 2025

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2025.104810

Authors: Muneya Matsui, Thomas Mikosch, Olivier Wintenberger

Institutions: Nanzan University, University of Copenhagen, University of Vienna, Sorbonne Université, Laboratoire de Probabilités, Statistique et Modélisation, Université Pierre-et-Marie-Curie

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Agence Nationale de la Recherche, Centre National de la Recherche Scientifique, Japan Society for the Promotion of Science

Awards: G1714181660, Testing independence by distance correlation

OpenAlex ID: W4415496347

FWCI:

Cites: 23

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Related to: 10