Complete convergence for partial sums of the squares of ARCH sequence

zbMATH Open1240.60100MaRDI QIDQ3170261FDOQ3170261

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

Publication date: 29 September 2011

Recommendations

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

zbMATH Keywords

complete convergencepartial sumsautoregressive conditional heteroscedastic

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cited In (2)

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

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