Weak law of large numbers for linear processes

DOI10.1007/s10474-016-0603-4zbMath1399.60068arXiv1602.00461OpenAlexW3106297136MaRDI QIDQ1701324

Alfredas Račkauskas, Vaidotas Characiejus

Publication date: 22 February 2018

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.00461

zbMATH Keywords

linear processlong-range dependenceinfinite varianceweak law of large numbersshort-range dependenceMarcinkiewicz-Zygmund

Mathematics Subject Classification ID

Stochastic processes (60G99) Limit theorems in probability theory (60F99)

Related Items

Convergence rates in the law of large numbers for END linear processes with random coefficients ⋮ Convergence rates in the law of large numbers for long-range dependent linear processes ⋮ Convergence of asymptotically almost negatively associated random variables with random coefficients

Cites Work

• Asymptotics for linear processes
• Estimation in conditionally heteroscedatic time series models.
• Foundations of Modern Probability
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Some Limit Theorems for Stationary Processes
• Marcinkiewicz-Zygmund strong laws for infinite variance time series.
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