Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (Q6595253)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence for weighted sums of (, )-mixing random variables and application to simple linear EV regression model |
scientific article; zbMATH DE number 7903511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model |
scientific article; zbMATH DE number 7903511 |
Statements
Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (English)
0 references
30 August 2024
0 references
The authors study the complete convergence and the Kolmogorov strong law of large numbers for weighted sums of \((\alpha,\beta)\)-mixing random variables. As an application, they find a necessary and sufficient condition for least squares estimates in simple linear errors-in-variables regression models.
0 references
\((\alpha, \beta)\)-mixing random variables
0 references
complete convergence
0 references
strong law of large numbers
0 references
simple linear errors-in-variables model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8703693151473999
0 references
0.8597163558006287
0 references
0.8566927909851074
0 references
0.8490766882896423
0 references
0.8485392332077026
0 references