A strong law of large numbers for triangular mixingale arrays

DOI10.1016/0167-7152(95)00036-4MaRDI QIDQ1916163zbMATH OpenOpenAlexFDO

Authors Robert de Jong

Publication date 9 April 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00036-4

zbMATH Keywords

kernel estimatorlaw of large numbersmixingale array

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15) Generalizations of martingales (60G48)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• 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
• 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

Cited in

(15)

• Hájek-Rényi-type inequalities and laws of large numbers for \(L_{q}\)-mixingale array
• Convergence rates of sums of -mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
• An unusual strong law of large numbers for the largest observation of a triangular array
• Complete convergence theorems for \(L^{p}\)-mixingales.
• Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays
• Dynamic matching for real-time ride sharing
• scientific article; zbMATH DE number 7271584 (Why is no real title available?)
• A nearly independent, but non-strong mixing, triangular array
• Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
• Strong laws of large numbers for triangular arrays of exchangeable random variables
• Testing Linearity for Network Autoregressive Models
• scientific article; zbMATH DE number 1418096 (Why is no real title available?)
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
• The Strong Law of Large Numbers for a Triangular Array Scheme of Conditional Distributions of Stable Elliptically Contoured Measures
• Strong Laws for Balanced Triangular Urns

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