The theta-dependence coefficient and an almost sure limit theorem for random iterative models
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Publication:2482127
DOI10.1016/j.spl.2007.09.008zbMath1136.60324OpenAlexW2158882761MaRDI QIDQ2482127
Rita Giuliano Antonini, Michel J. G. Weber
Publication date: 16 April 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.008
autoregressive modelalmost sure limit theorem\(\theta\)-dependence coefficientLipschitzian modelquasi-orthogonal systemrandom iterative model
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Cites Work
- A note on the almost sure central limit theorem
- A new weak dependence condition and applications to moment inequalities
- Almost sure convergence of weighted partial sums
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