Complete moment convergence for the dependent linear processes with random coefficients
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Publication:2273236
DOI10.1007/S10114-019-8205-ZzbMATH Open1420.60041OpenAlexW2944230028WikidataQ127941690 ScholiaQ127941690MaRDI QIDQ2273236FDOQ2273236
Authors: Yanyan Li 
Publication date: 18 September 2019
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-019-8205-z
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- Complete moment convergence for ND random variables under the sub-linear expectations
complete moment convergenceextended negatively dependent random variablesrandom coefficientslinear processes
Cites Work
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- Title not available (Why is that?)
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- Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
- Complete moment convergence for i.i.d. random variables
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables
- ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES
- COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
- Complete \(q\)th moment convergence for arrays of random variables
- Some general strong laws for weighted sums of stochastically dominated random variables
- Invariance principles for dependent variables
- Complete moment convergence for weighted sums of extended negatively dependent random variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
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- Complete moment convergence of moving average processes under dependence assumptions
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- Equivalent conditions of complete moment convergence of weighted sums for \(\varphi\)-mixing sequence of random variables
- A note on complete convergence of weighted sums for array of rowwise AANA random variables
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- STRONG LAWS OF LARGE NUMBERS FOR LINEAR PROCESSES GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE
- Convergence rates in the law of large numbers for END linear processes with random coefficients
- Complete \(q\)th moment convergence of weighted sums for arrays of rowwise negatively associated random variables
Cited In (13)
- Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
- Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
- A general result on complete f -moment convergence with its application to nonparametric regression models
- Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
- A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes
- Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
- Complete integral convergence of dependent linear process with random coefficients under sublinear expectations
- Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
- Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications
- Complete moment convergence for the widely orthant dependent linear processes with random coefficients
- Complete moment convergence for the dependent linear processes with application to the state observers of linear-time-invariant systems
- Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application
- Convergence of asymptotically negatively associated random variables with random coefficients
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