Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
From MaRDI portal
Publication:1742924
DOI10.1007/s13398-017-0399-2zbMath1390.60118OpenAlexW2610700437MaRDI QIDQ1742924
Publication date: 12 April 2018
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13398-017-0399-2
complete moment convergencecomplete integral convergenceconvergence rate of tail probabilitiessums of identically distributed random variables
Related Items (7)
On complete and complete moment convergence for weighted sums of ANA random variables and applications ⋮ Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences ⋮ Complete moment convergence for (α,β)-mixing random variables and its application ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds ⋮ On complete moment convergence for arrays of rowwise pairwise negatively quadrant dependent random variables ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On complete convergence for weighted sums of \(\varphi \)-mixing random variables
- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
- Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
- Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
- An invariance principle for \(\phi\)-mixing sequences
- A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
- On the spectral density and asymptotic normality of weakly dependent random fields
- Almost-sure results for a class of dependent random variables
- Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Equivalent conditions of complete moment convergence of weighted sums for \(\rho^\ast\)-mixing sequence of random variables
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables
- Complete moment and integral convergence for sums of negatively associated random variables
- On the strong convergence for weighted sums of \(\rho ^{*}\)-mixing random variables
- Convergence rate in the Petrov SLLN for dependent random variables
- Complete convergence for weighted sums of arrays of rowwise \({\tilde\rho}\)-mixing random variables
- Complete convergence and complete moment convergence for martingale difference sequence
- Complete moment convergence for randomly weighted sums of martingale differences
- A useful central limit theorem for m-dependent variables
- Refinement of convergence rates for tail probabilities
- The central limit theorem for dependent random variables
- On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
- Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
- Complete Convergence and the Law of Large Numbers
This page was built for publication: Equivalent conditions of complete moment and integral convergence for a class of dependent random variables