Limiting behavior for arrays of rowwise \(\rho^\ast\)-mixing random variables
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Publication:393012
DOI10.1007/S10986-012-9168-2zbMath1283.60053OpenAlexW2077282246MaRDI QIDQ393012
Chunhua Wang, Yong-Feng Wu, Andrei I. Volodin
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-012-9168-2
complete convergencecomplete moment convergence\(\rho^\ast\)-mixing random variables\(L^q\) convergence
Related Items (11)
The consistency for the estimators of semiparametric regression model based on weakly dependent errors ⋮ On complete moment convergence for nonstationary negatively associated random variables ⋮ Complete \(q\)th moment convergence for arrays of random variables ⋮ Equivalent conditions of complete convergence and complete moment convergence for END random variables ⋮ Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables ⋮ Strong convergence properties for arrays of rowwise negatively orthant dependent random variables ⋮ Complete moment convergence for arrays of rowwise \(\mathbf{\varphi}\)-mixing random variables ⋮ A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables ⋮ On complete convergence for weighted sums of \(\rho^*\)-mixing random variables ⋮ On the complete moment convergence for weighted sums of weakly dependent random variables ⋮ Complete moment convergence for weighted sums of negatively superadditive dependent random variables
Cites Work
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- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables
- The Degree of Randomness in a Stationary Time Series
- Complete Convergence and the Law of Large Numbers
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