Precise asymptotics in the Baum-Katz law of large numbers for linear processes of martingale difference sequences

MaRDI QIDQ3072973zbMATH OpenFDO

Authors

Publication date 5 February 2011

zbMATH Keywords

law of large numbersmartingale difference sequencelinear processprecise asymptotics

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Recommendations

• Precise asymptotics in the Baum-Katz law of large numbers for a kind of weighted sums of martingale differences
• A general result on precise asymptotics for linear processes of positively associated sequences
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotic in the laws of large number and law of iterated logarithm for some statistics
• Precise asymptotics in the law of large numbers of moving-average processes

Cited in

(1)

• Precise asymptotics in the Baum-Katz law of large numbers for a kind of weighted sums of martingale differences

This page was built for publication: Precise asymptotics in the Baum-Katz law of large numbers for linear processes of martingale difference sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3072973)