Complete moment convergence for randomly weighted sums of arrays of rowwise m_n-extended negatively dependent random variables and its applications

DOI10.1007/S13160-022-00522-1MaRDI QIDQ2111563zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

strong law of large numberscomplete moment convergencerandomly indexed sumsrowwise \(m_n\)-end arrays

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

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Cited in

(3)

• Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
• Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
• Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications

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