Self-Normalization of Sums of Dependent Random Variables

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Title:Self-Normalization of Sums of Dependent Random Variables

Authors:Thomas Mikosch

Conference:IMPMS 2026

Tags:Financial time series, Regularly varying time series and Self-normalized sums

Abstract:

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Self-Normalization of Sums of Dependent Random Variables

Self-Normalization of Sums of Dependent Random Variables

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