On complete convergence for weighted sums of martingale-difference random fields

DOI10.1186/1029-242X-2013-473MaRDI QIDQ2250404zbMATH OpenWikidataFDO

Authors Mi-Hwa Ko

Publication date 7 July 2014

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 2.0 Generic

Full work available at URL https://doi.org/10.1186/1029-242X-2013-473

zbMATH Keywords

complete convergenceweighted sums\(\sigma\)-algebramartingale differencemaximal moment inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 1850759 (Why is no real title available?)
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• A law of large numbers for identically distributed martingale differences
• A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
• An asymmetric Marcinkiewicz-Zygmund LLN for random fields
• Baum-Katz-Nagaev type results for martingales
• Complete Convergence and the Law of Large Numbers
• Complete convergence of martingale arrays
• Convergence rates in the SLLN for some classes of dependent random fields
• Large deviations for martingales.
• Linear representation of M-estimates in linear models
• Rate of convergence in the strong law of large numbers for martingales
• The invariance principle for linear multi-parameter stochastic processes generated by associated fields
• Weak consistency of least-squares estimators in linear models

Cited in

(3)

• ASYMMETRIC COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF MARTINGALE DIFFERENCE FIELDS
• Complete and complete moment convergence for martingale difference sequence under exponential moment conditions
• The complete convergence for weighted sums of dependent random fields

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