Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
From MaRDI portal
Publication:2111563
DOI10.1007/s13160-022-00522-1OpenAlexW4286217007MaRDI QIDQ2111563
Tianjiao Yan, JinYu Zhou, Ji Gao Yan
Publication date: 17 January 2023
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-022-00522-1
strong law of large numbersrandomly indexed sumscomplete moment convergencerowwise \(m_n\)-end arrays
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)
Related Items (2)
Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications ⋮ Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
Cites Work
- Almost sure convergence for weighted sums of extended negatively dependent random variables
- Probability inequalities for END sequence and their applications
- Limiting behavior for arrays of row-wise upper extended negatively dependent random variables
- Complete convergence and convergence rates for randomly indexed partial sums with an application to some first passage times
- The uniform convergence and precise asymptotics of generalized stochastic order statistics
- Precise large deviations for dependent random variables with heavy tails
- Consistent nonparametric regression. Discussion
- Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables
- Convergence in \(p\)-mean for arrays of row-wise extended negatively dependent random variables
- Strong laws of large numbers for weighted sums of random elements in normed linear spaces
- Negative association of random variables, with applications
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- On the convergence of the Baum-Katz series for elements of a linear autoregression
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications
- Complete convergence of randomly weighted END sequences and its application
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
- Exponential probability inequality for \(m\)-END random variables and its applications
- Stochastic Models with Power-Law Tails
- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
- Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables
- Almost Sure Convergence of the Series of Gaussian Markov Sequences
- Convergence of series of Gaussian Markov sequences
- A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Some general strong laws for weighted sums of stochastically dominated random variables
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
- Complete moment convergence for m-END random variables with application to non-parametric regression models
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications
- STRONG STABILITY OF A TYPE OF JAMISON WEIGHTED SUMS FOR END RANDOM VARIABLES
- Convergence Rates in the Law of Large Numbers
- The Probability in the Tail of a Distribution
- Complete Convergence and the Law of Large Numbers
- On a Theorem of Hsu and Robbins
- Regularly varying functions
- Fixed-design regression for linear time series
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications