Limiting behavior for arrays of rowwise \(\rho^\ast\)-mixing random variables
From MaRDI portal
Publication:393012
DOI10.1007/s10986-012-9168-2zbMath1283.60053OpenAlexW2077282246MaRDI QIDQ393012
Chunhua Wang, Yong-Feng Wu, Andrei I. Volodin
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-012-9168-2
complete convergencecomplete moment convergence\(\rho^\ast\)-mixing random variables\(L^q\) convergence
Related Items
The consistency for the estimators of semiparametric regression model based on weakly dependent errors, On complete moment convergence for nonstationary negatively associated random variables, Complete \(q\)th moment convergence for arrays of random variables, Equivalent conditions of complete convergence and complete moment convergence for END random variables, Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables, Strong convergence properties for arrays of rowwise negatively orthant dependent random variables, Complete moment convergence for arrays of rowwise \(\mathbf{\varphi}\)-mixing random variables, A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables, On complete convergence for weighted sums of \(\rho^*\)-mixing random variables, On the complete moment convergence for weighted sums of weakly dependent random variables, Complete moment convergence for weighted sums of negatively superadditive dependent random variables
Cites Work
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables
- The Degree of Randomness in a Stationary Time Series
- Complete Convergence and the Law of Large Numbers
- Unnamed Item
