Complete moment convergence for randomly weighted sums of arrays of rowwise m_n-extended negatively dependent random variables and its applications
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Publication:2111563
DOI10.1007/S13160-022-00522-1OpenAlexW4286217007MaRDI QIDQ2111563FDOQ2111563
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
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- Complete moment convergence for arrays of rowwise extended negatively dependent random variables
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- scientific article; zbMATH DE number 7028655
- Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables
- Complete convergence for weighted sums of arrays of rowwise extended negatively dependent random variables
strong law of large numberscomplete moment convergencerandomly indexed sumsrowwise \(m_n\)-end arrays
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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