Complete convergence for partial sums of the squares of ARCH sequence

MaRDI QIDQ3170261zbMATH OpenFDO

Authors Riquan Zhang, Zhi-Qiang Zhang, Jing-Yan Feng

Publication date 29 September 2011

zbMATH Keywords

complete convergencepartial sumsautoregressive conditional heteroscedastic

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Recommendations

• On almost sure limit theorem and strong law of large numbers for squares sequence from ARCH(1)
• Stationarity of squares sequences from ARCH(1)
• Complete moment convergence for product sums of a sequence of random variables
• Further discussion on the complete convergence for partial sums of PA sequences
• scientific article; zbMATH DE number 5670124

Cited in

(2)

• Stationarity of squares sequences from ARCH(1)
• On almost sure limit theorem and strong law of large numbers for squares sequence from ARCH(1)

This page was built for publication: Complete convergence for partial sums of the squares of ARCH sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3170261)