A strong law of large numbers for triangular mixingale arrays
Consider a triangular array of random variables \(\{X_{nt}, 1\leq t\leq n, n\geq 1\}\) and sigma-fields \(\{{\mathcal F}_{nt}\}\). Following \textit{Andrews} [Econometric Theory 4, 468-548 (1988)], for \(q\geq 1\), \(\{X_{nt},{\mathcal F}_{nt}\}\) is a triangular \(L_q\)-mixingale array if nonnegative real sequences \(\{c_{nt}\}\) and \(\{\psi(m), m\geq 0\}\) exist such that \(\psi(m)\to 0\), and, for all \(t\geq 1\), \(m\geq 0\), \(|E(X_{nt}\mid {\mathcal F}_{n,t-m})|_q\leq c_{nt}\psi(m)\) and \(|X_{nt}-E(X_{nt}\mid {\mathcal F}_{n,t+m})|_q\leq c_{nt}\psi(m+1)\). This paper presents sufficient conditions for an \(L_q\)-mixingale array to obey \(\sum^\infty_{n=1} P[|\sum^n_{t=1} X_{nt}|>\varepsilon n]<\infty\) for every \(\varepsilon>0\) and, hence, to obey the strong law of large numbers. This theorem is used to prove a pointwise strong convergence property of kernel estimators.
- scientific article; zbMATH DE number 19720
- Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Remarks on the strong law of large numbers for a triangular array of associated random variables
- A maximal inequality and dependent strong laws
- Almost certain convergence in double arrays
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3256930 (Why is no real title available?)
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Topics in Advanced Econometrics
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- Weighted sums of certain dependent random variables
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
- Remarks on the strong law of large numbers for a triangular array of associated random variables
- Complete convergence theorems for \(L^{p}\)-mixingales.
- Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays
- An unusual strong law of large numbers for the largest observation of a triangular array
- Strong laws of large numbers for triangular arrays of exchangeable random variables
- A nearly independent, but non-strong mixing, triangular array
- scientific article; zbMATH DE number 19720 (Why is no real title available?)
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
- scientific article; zbMATH DE number 1418096 (Why is no real title available?)
- Dynamic matching for real-time ride sharing
- scientific article; zbMATH DE number 7271584 (Why is no real title available?)
- Hájek-Rényi-type inequalities and laws of large numbers for \(L_{q}\)-mixingale array
- Strong Laws for Balanced Triangular Urns
- Convergence rates of sums of -mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
- The Strong Law of Large Numbers for a Triangular Array Scheme of Conditional Distributions of Stable Elliptically Contoured Measures
- Testing Linearity for Network Autoregressive Models
This page was built for publication: A strong law of large numbers for triangular mixingale arrays
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1916163)
