{
  "abstract": "We consider a regularly varying stationary sequence of random variables (Xt) with tail index < 2. For these sequences we study the joint convergence of sums, `p- type moduli and maxima. We focus on ratio statistics, including the studentized sums and sums normalized by the corresponding maxima, and study the existence of moments for the limit ratios. We consider particular examples of processes (Xt) whose limit ratios possess all moments. But, in contrast to the latter situation, there also exist sequences (Xt) where certain moments of the limit ratio are in nite. This phenomenon results from extremal clusters in the sequence.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": "Journal reference: Stochastic Processes and their Applications, 2026, 192, pp.104810",
  "arxiv": "2609.03728",
  "author_total": 3,
  "authors": [
    {
      "name": "Muneya Matsui"
    },
    {
      "name": "Thomas Mikosch"
    },
    {
      "name": "Olivier Wintenberger"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/8vq8yjt2y15sg.bib",
  "cited_by": 0,
  "doi": "10.1016/j.spa.2025.104810",
  "fulltext_url": null,
  "id": "8vq8yjt2y15sg",
  "issns": [
    "0304-4149",
    "1879-209X"
  ],
  "landing_url": "https://hal.science/hal-05734735v1",
  "language": "en",
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.PR"
    ],
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      "hal",
      "0.math"
    ],
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      "hal",
      "0.stat"
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      "hal",
      "1.math.math-pr"
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      "hal",
      "1.stat.th"
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    [
      "openalex",
      "1803|Probability and Risk Models"
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  "openalex": "W4415496347",
  "pdf_url": "https://hal.science/hal-05734735/document",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-01",
  "publisher": "Elsevier",
  "ris": "https://research.draconitic.com/paper/8vq8yjt2y15sg.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:17:24Z",
      "native_id": "hal-05734735",
      "source": "hal",
      "url": "https://hal.science/hal-05734735v1"
    },
    {
      "first_seen": "2026-10-30T12:18:36Z",
      "native_id": "2609.03728",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.03728"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    },
    {
      "field": "mathematics",
      "origin": "hal:0.stat",
      "subfield": "statistics"
    }
  ],
  "title": "Moments for self-normalized partial sums",
  "title_text": "Moments for self-normalized partial sums",
  "type": "peer-reviewed",
  "updated_at": "2026-10-30T12:18:36Z",
  "url": "https://research.draconitic.com/paper/8vq8yjt2y15sg",
  "venue": "Stochastic Processes and their Applications",
  "versions": []
}