Strong laws for weighted sums of ^*-mixing random variables under general, moment conditions
From MaRDI portal
Publication:2317532
Recommendations
- On the strong laws for weighted sums of \(\rho^*\)-mixing random variables
- Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables
- On the strong law of large numbers for weighted sums of -mixing random variables
- Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables
- Strong convergence for weighted sums of ρ*-mixing random variables
- On the strong convergence for weighted sums of \(\rho ^{*}\)-mixing random variables
- A supplement to the strong laws for weighted sums of -mixing random variables
- A note on the strong convergence for weighted sums of \(\rho^\ast\)-mixing random variables
- Strong laws for weighted sums of i.i.d. random variables
Cites work
- A remark on almost sure convergence of weighted sums
- A strong law for weighted sums of i.i.d. random variables
- Almost sure convergence theorems of weighted sums of random variables
- Almost Sure lim sup Behavior of Dependent Bootstrap Means
- Almost-sure results for a class of dependent random variables
- An extension of the Baum-Katz theorem to i.i.d. random variables with general moment conditions
- Complete convergence for weighted sums of random variables
- Complete moment convergence for Sung's type weighted sums of ^-mixing random variables
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
- Convergence rates in the strong law of large numbers for negatively orthant dependent random variables with general moment conditions
- scientific article; zbMATH DE number 6002176 (Why is no real title available?)
- Limiting behavior of weighted sums of i.i.d. random variables
- Marcinkiewicz strong laws for linear statistics
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- On a Theorem of Feller
- On complete convergence and complete moment convergence for weighted sums of ^-mixing random variables
- On complete convergence and strong law for weighted sums of i.i.d. random variables
- On the spectral density and asymptotic normality of weakly dependent random fields
- On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions
- On the strong law of large numbers for weighted sums of -mixing random variables
- Some Convergence Theorems for Independent Random Variables
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Weighted version of strong law of large numbers for a class of random variables and its applications
Cited in
(16)- Marcinkiewicz strong laws for linear statistics
- The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
- A Marcinkiewicz-Zygmund type strong law for weighted sums of -mixing random variables and its applications
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- A supplement to the strong laws for weighted sums of -mixing random variables
- On the strong law of large numbers for weighted sums of -mixing random variables
- Strong laws for weighted sums of i.i.d. random variables
- Marcinkiewicz strong laws for weighted sums of \(\widetilde{\rho}\)-mixing random variable sequences
- STRONG LAWS FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES
- Strong law of large numbers for weighted sum of exchangeable random variables
- A note on weighted sums of associated random variables
- Further study on the Marcinkiewicz strong laws for linear statistics of \(\rho^\ast\)-mixing sequences of random variables
- On the strong laws for weighted sums of \(\rho^*\)-mixing random variables
- The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables
- General results on strong laws for weighted sums under sub-linear expectations with a statistical application
- On Chung-Teicher type strong law of large numbers for \(\rho ^{\ast }\)-mixing random variables
This page was built for publication: Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2317532)