12 citations · 14 across the 2 of their papers we have counts for
2 papers
math.ST2011★ 2 cited
On the heavy-tailedness of Student's -statistic
Fredrik Jonsson
Let be an i.i.d. sequence of random variables and define, for , \[T_n=\cases{n^{-1/2}\hatσ_n^{-1}S_n,\quad \hatσ_n>0,\cr 0,\quad \hatσ_n=0,}with S_n=\sum…
math.ST2010★ 12 cited
Between the LIL and the LSL
Allan Gut, Fredrik Jonsson, Ulrich Stadtmüller
In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai's [Ann. Probab. 2 (1974) 432--440] law of the single logarithm for delayed sums to a multiindex setti…