{"id":"https://openalex.org/W4415496347","doi":"https://doi.org/10.1016/j.spa.2025.104810","title":"Moments for self-normalized partial sums","display_name":"Moments for self-normalized partial sums","publication_year":2025,"publication_date":"2025-10-24","ids":{"openalex":"https://openalex.org/W4415496347","doi":"https://doi.org/10.1016/j.spa.2025.104810"},"language":"en","primary_location":{"id":"doi:10.1016/j.spa.2025.104810","doi":"https://doi.org/10.1016/j.spa.2025.104810","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.spa.2025.104810","pdf_url":null,"source":{"id":"https://openalex.org/S182850260","display_name":"Stochastic Processes and their Applications","issn_l":"0304-4149","issn":["0304-4149","1879-209X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-2","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Processes and their Applications","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2609.03728","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045262914","display_name":"Muneya Matsui","orcid":"https://orcid.org/0000-0001-9640-9174","observed_orcids":["https://orcid.org/0000-0001-9640-9174"]},"institutions":[{"id":"https://openalex.org/I119031078","display_name":"Nanzan University","ror":"https://ror.org/042b6j696","country_code":"JP","type":"education","lineage":["https://openalex.org/I119031078"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Muneya Matsui","raw_affiliation_strings":["Department of Business Administration, Nanzan University, 18 Yamazato-cho Showa-ku Nagoya, 466-8673, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Administration, Nanzan University, 18 Yamazato-cho Showa-ku Nagoya, 466-8673, Japan","institution_ids":["https://openalex.org/I119031078"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046178450","display_name":"Thomas Mikosch","orcid":"https://orcid.org/0000-0003-3091-6661","observed_orcids":["https://orcid.org/0000-0003-3091-6661"]},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Thomas Mikosch","raw_affiliation_strings":["Department of Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112853432","display_name":"Olivier Wintenberger","orcid":"https://orcid.org/0000-0002-6976-3255","observed_orcids":["https://orcid.org/0000-0002-6976-3255"]},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]},{"id":"https://openalex.org/I39804081","display_name":"Sorbonne Universit\u00e9","ror":"https://ror.org/02en5vm52","country_code":"FR","type":"education","lineage":["https://openalex.org/I39804081"]},{"id":"https://openalex.org/I4387155306","display_name":"Laboratoire de Probabilit\u00e9s, Statistique et Mod\u00e9lisation","ror":"https://ror.org/02vnd0e65","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I204730241","https://openalex.org/I39804081","https://openalex.org/I4387155306"]},{"id":"https://openalex.org/I4405264447","display_name":"Universit\u00e9 Pierre-et-Marie-Curie","ror":"https://ror.org/01yvrd251","country_code":"FR","type":"education","lineage":["https://openalex.org/I39804081","https://openalex.org/I4405264447"]}],"countries":["AT","FR"],"is_corresponding":false,"raw_author_name":"Olivier Wintenberger","raw_affiliation_strings":["Institut CNRS Pauli, Vienna University, Austria","Laboratoire de Probabilit\u00e9s, Statistique et Mod\u00e9lisation, Sorbonne Universit\u00e9, UPMC Universit\u00e9 Paris 06, F-75005, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut CNRS Pauli, Vienna University, Austria","institution_ids":["https://openalex.org/I129774422"]},{"raw_affiliation_string":"Laboratoire de Probabilit\u00e9s, Statistique et Mod\u00e9lisation, Sorbonne Universit\u00e9, UPMC Universit\u00e9 Paris 06, F-75005, Paris, France","institution_ids":["https://openalex.org/I39804081","https://openalex.org/I4387155306","https://openalex.org/I4405264447"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5045262914"],"corresponding_institution_ids":["https://openalex.org/I119031078"],"apc_list":{"value":3520,"currency":"USD","value_usd":3520},"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.25718265,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"192","issue":null,"first_page":"104810","last_page":"104810"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8866999745368958,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8866999745368958,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0957999974489212,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.004999999888241291,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/tail-index","display_name":"tail index","score":0.6320000290870667},{"id":"https://openalex.org/keywords/ratio-statistics","display_name":"ratio statistics","score":0.7900000214576721},{"id":"https://openalex.org/keywords/modulus-of-continuity","display_name":"modulus of continuity","score":0.6959999799728394},{"id":"https://openalex.org/keywords/dependent-sequences","display_name":"dependent sequences","score":0.30799999833106995}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9541000127792358},{"id":"https://openalex.org/C125918824","wikidata":"https://www.wikidata.org/wiki/Q7627920","display_name":"Studentized range","level":3,"score":0.7508000135421753},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.7059999704360962},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.597599983215332},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.5052000284194946},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.4788999855518341},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.45590001344680786},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.4253000020980835},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.40149998664855957},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.3815999925136566},{"id":"https://openalex.org/C121089165","wikidata":"https://www.wikidata.org/wiki/Q6889796","display_name":"Moduli","level":2,"score":0.3411000072956085},{"id":"https://openalex.org/C91229774","wikidata":"https://www.wikidata.org/wiki/Q193885","display_name":"Infinitesimal","level":2,"score":0.3398999869823456},{"id":"https://openalex.org/C160817175","wikidata":"https://www.wikidata.org/wiki/Q5337942","display_name":"Edgeworth series","level":2,"score":0.3156999945640564},{"id":"https://openalex.org/C2775997480","wikidata":"https://www.wikidata.org/wiki/Q586277","display_name":"Degree (music)","level":2,"score":0.29580000042915344},{"id":"https://openalex.org/C71287196","wikidata":"https://www.wikidata.org/wiki/Q847204","display_name":"Limit of a sequence","level":3,"score":0.29499998688697815},{"id":"https://openalex.org/C2780033567","wikidata":"https://www.wikidata.org/wiki/Q6823720","display_name":"Method of moments (probability theory)","level":3,"score":0.29019999504089355},{"id":"https://openalex.org/C122203268","wikidata":"https://www.wikidata.org/wiki/Q5862903","display_name":"Probability theory","level":2,"score":0.28110000491142273},{"id":"https://openalex.org/C166785042","wikidata":"https://www.wikidata.org/wiki/Q190391","display_name":"Central limit theorem","level":2,"score":0.27000001072883606},{"id":"https://openalex.org/C172686274","wikidata":"https://www.wikidata.org/wiki/Q746007","display_name":"Cumulant","level":2,"score":0.25839999318122864},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.2524999976158142}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1016/j.spa.2025.104810","doi":"https://doi.org/10.1016/j.spa.2025.104810","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.spa.2025.104810","pdf_url":null,"source":{"id":"https://openalex.org/S182850260","display_name":"Stochastic Processes and their Applications","issn_l":"0304-4149","issn":["0304-4149","1879-209X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-2","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Processes and their Applications","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2609.03728","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.03728","pdf_url":"https://arxiv.org/pdf/2609.03728","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-05734735v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-05734735","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Stochastic Processes and their Applications, 2026, 192, pp.104810. &#x27E8;10.1016/j.spa.2025.104810&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:pure.atira.dk:openaire_cris_publications/5b908daf-3f78-42ae-9357-956595dac1cf","doi":null,"is_oa":false,"landing_page_url":"https://researchprofiles.ku.dk/da/publications/5b908daf-3f78-42ae-9357-956595dac1cf","pdf_url":null,"source":{"id":"https://openalex.org/S4306401983","display_name":"Research at the University of Copenhagen (University of Copenhagen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I124055696","host_organization_name":"University of Copenhagen","host_organization_lineage":["https://openalex.org/I124055696"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Matsui, M, Mikosch, T & Wintenberger, O 2026, 'Moments for self-normalized partial sums', Stochastic Processes and Their Applications, vol. 192, 104810. https://doi.org/10.1016/j.spa.2025.104810","raw_type":"info:eu-repo/semantics/article"},{"id":"doi:10.48550/arxiv.2609.03728","doi":"https://doi.org/10.48550/arxiv.2609.03728","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.03728","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2609.03728","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.03728","pdf_url":"https://arxiv.org/pdf/2609.03728","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1714181660","display_name":null,"funder_award_id":"2023-2024","funder_id":"https://openalex.org/F4320334764","funder_display_name":"Japan Society for the Promotion of Science"},{"id":"https://openalex.org/G7110039356","display_name":"Testing independence by distance correlation","funder_award_id":"19K11868","funder_id":"https://openalex.org/F4320334764","funder_display_name":"Japan Society for the Promotion of Science"}],"funders":[{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"},{"id":"https://openalex.org/F4320322892","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73"},{"id":"https://openalex.org/F4320334764","display_name":"Japan Society for the Promotion of Science","ror":"https://ror.org/00hhkn466"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4415496347.pdf","grobid_xml":"https://content.openalex.org/works/W4415496347.grobid-xml"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W1965253312","https://openalex.org/W1968909176","https://openalex.org/W1979575715","https://openalex.org/W1980010321","https://openalex.org/W1990698454","https://openalex.org/W1997382360","https://openalex.org/W1998891314","https://openalex.org/W1999996900","https://openalex.org/W2002238002","https://openalex.org/W2003695184","https://openalex.org/W2005924742","https://openalex.org/W2018345325","https://openalex.org/W2076197047","https://openalex.org/W2086061993","https://openalex.org/W2091175470","https://openalex.org/W2110617809","https://openalex.org/W2145511721","https://openalex.org/W2267993466","https://openalex.org/W2318523674","https://openalex.org/W2963567596","https://openalex.org/W2965719902","https://openalex.org/W4213050209","https://openalex.org/W4411919934"],"related_works":["https://openalex.org/W4411919934","https://openalex.org/W2325677963","https://openalex.org/W2361531224","https://openalex.org/W2084731530","https://openalex.org/W2391745920","https://openalex.org/W1988514269","https://openalex.org/W2087117510","https://openalex.org/W2391280110","https://openalex.org/W2153423567","https://openalex.org/W2079432802"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2025-10-24T00:00:00"}
