Complete convergence of weighted sums of martingale differences
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A sequence \(\{U_ n\), \(n\geq 1\}\) converges completely to the constant c if \[ \sum P(| U_ n-c| >\epsilon)<\infty \quad for\quad every\quad \epsilon >0. \] The now classical result of \textit{P. L. Hsu} and \textit{H. Robbins} [Proc. Nat. Acad. Sci. USA 33, 25-31 (1947; Zbl 0030.20101)] concerning complete convergence of the arithmetic mean of i.i.d. random variables has been generalized in various ways. The present paper deals with weighted sums of martingale differences.
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Cites work
Cited in
(22)- Complete convergence of martingale arrays
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- Complete convergence theorems for \(L^{p}\)-mixingales.
- The convergence of double-indexed weighted sums of martingale differences and its application
- On the convergence of weighted sums of \(L_q\)-mixingale arrays
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- On complete convergence for weighted sums of martingale-difference random fields
- Convergence rates in the law of large numbers for arrays of Banach valued martingale differences
- Complete convergence theorems for extended negatively dependent random variables
- Complete convergence and complete moment convergence for martingale difference sequence
- Complete moment convergence for randomly weighted sums of martingale differences
- The consistency for the estimator of nonparametric regression model based on martingale difference errors
- scientific article; zbMATH DE number 5927660 (Why is no real title available?)
- Almost sure convergence and complete convergence for the weighted sums of martingale differences
- Convergence rates in the law of large numbers for arrays of martingale differences
- Consistency of LS estimators in the EV regression model with martingale difference errors
- ASYMMETRIC COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF MARTINGALE DIFFERENCE FIELDS
- Complete convergence of weighted sums of martingale differences and statistical applications
- Complete convergence and complete moment convergence for martingale difference sequences
- Complete convergence for moving average process of martingale differences
- Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
- On the convergence of weighted sums of martingale differences
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