Asymptotics for sums of a function of normalized independent sums
Probability
2015-05-21 v2
Abstract
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab. Lett. 74 (2005) 129--138), which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.
Keywords
Cite
@article{arxiv.1006.0462,
title = {Asymptotics for sums of a function of normalized independent sums},
author = {Kamil Marcin Kosiński},
journal= {arXiv preprint arXiv:1006.0462},
year = {2015}
}