A law of large numbers for identically distributed martingale differences

DOI10.1214/AOP/1176994414MaRDI QIDQ1153610zbMATH OpenOpenAlexFDO

Authors John H. Elton

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994414

zbMATH Keywords

almost sure convergencelaw of large numbersmaximal function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Cited in

(13)

• Nonparametric sequential prediction for stationary processes
• A note on the rate of convergence in the strong law of large numbers for martingales
• Estimating the conditional expectations for continuous time stationary processes
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Consistency, integrability and asymptotic normality for some intermittent estimators
• On complete convergence for weighted sums of martingale-difference random fields
• Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
• Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
• Baum-Katz type theorems with exact threshold
• scientific article; zbMATH DE number 4145043 (Why is no real title available?)
• Laws of large numbers for semimartingales with applications to stochastic regression
• Convergence rates in the SLLN for some classes of dependent random fields
• On the almost certain limiting behavior of normed sums of identically distributed positive random variables

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