Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions

DOI10.1007/S12044-014-0170-YzbMath1318.60033OpenAlexW2029144256MaRDI QIDQ2253686

Jun An

Publication date: 12 February 2015

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12044-014-0170-y

zbMATH Keywords

weighted sumscomplete moment convergenceasymptotically almost negatively associated random variablesmixing coefficientsRosenthal type moment inequalities

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

Related Items (6)

L^p convergence and complete convergence for weighted sums of AANA random variables ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Complete moment convergence of moving average processes for m-WOD sequence

Cites Work

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• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• Complete convergence of martingale arrays
• Complete convergence and almost sure convergence of weighted sums of random variables
• Complete moment convergence of moving-average processes under dependence assumptions
• On the strong law for asymptotically almost negatively associated random variables
• Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
• The strong law of large numbers for weighted averages under dependence assumptions

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