Moment inequalities and the strong laws of large numbers
From MaRDI portal
Publication:4074169
DOI10.1007/BF00532956zbMath0314.60023MaRDI QIDQ4074169
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (82)
Two-sample U-statistic processes for long-range dependent data ⋮ Smooth approximation of stochastic differential equations ⋮ Strong laws of large numbers for arrays of orthogonal random elements in Banach spaces ⋮ The exact approximation order of the random maximum Of cumulative sums Of independent variables ⋮ The order of magnitude of the arithmetic means of double orthogonal series ⋮ A random CLT for dependent random variables ⋮ Approximation theorems for double orthogonal series. II ⋮ Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ Strong approximation by rectangular partial sums of double orthogonal series ⋮ A new inequality of Menshov-Rademacher type and the strong law of large numbers ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ Toward optimal multistep forecasts in non-stationary autoregressions ⋮ Complete \(q\)th moment convergence for arrays of random variables ⋮ The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL ⋮ Cumulative sum estimator for change-point in panel data ⋮ On the rate of convergence of weighted oscillating ergodic averages ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ Dimension properties of sample paths of self-similar processes ⋮ Maximal Inequalities for Dependent Random Variables ⋮ Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time ⋮ On the quenched functional CLT in random sceneries ⋮ Equivalent conditions of complete convergence for weighted sums of sequences of negatively dependent random variables ⋮ Random walks on the circle and Diophantine approximation ⋮ The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions ⋮ Estimates of means for almost all realizations of stationary processes ⋮ Nuisance-parameter-free changepoint detection in non-stationary series ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ On the constants in the estimates of the rate of convergence in the Birkhoff ergodic theorem ⋮ Detecting changes in functional linear models ⋮ Almost everywhere convergence of ergodic series ⋮ An improved Menshov-Rademacher theorem ⋮ Robust monitoring of CAPM portfolio betas. II ⋮ Split invariance principles for stationary processes ⋮ Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics ⋮ Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences ⋮ On an inequality of Longnecker and Serfling ⋮ Strong approximation of vector-valued stochastic integrals ⋮ Strong invariance principles for dependent random variables ⋮ General maximal inequalities related to the strong law of large numbers ⋮ Equidistribution of random walks on compact groups. II: The Wasserstein metric ⋮ A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION ⋮ On the law of the iterated logarithm for random exponential sums ⋮ The strong laws of large numbers for quasi-stationary sequences ⋮ Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations ⋮ Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables ⋮ Dyson's spike for random Schroedinger operators and Novikov-Shubin invariants of groups ⋮ On the unconditional almost-everywhere convergence of general orthogonal series ⋮ On a general approach to the strong laws of large numbers ⋮ Rates of convergence for the change-point estimator for long-range dependent sequences ⋮ Asymptotic normality for random sums of linear processes ⋮ Some theorems related to almost sure convergence of orthogonal series ⋮ On random almost periodic trigonometric polynomials and applications to ergodic theory ⋮ A general approach rate to the strong law of large numbers ⋮ A Spitzer-type law of large numbers for widely orthant dependent random variables ⋮ Mean integrated squared error of nonlinear wavelet-based estimators with long memory data ⋮ Pointwise ergodic theorems with rate and application to the CLT for Markov chains ⋮ An asymptotically optimal maximal inequality ⋮ Moment inequalities for mixing sequences ⋮ On the discrepancy of random subsequences of $\{n\alpha\}$ ⋮ Equidistribution of random walks on compact groups ⋮ Weighted laws of large numbers and convergence of weighted ergodic averages on vector valued \(L_p\)-spaces ⋮ Maximal inequalities for not necessarily orthogonal random variables and some applications ⋮ The central limit theorem for Riesz–Raikov sums II ⋮ Remarks on invariance principle for one-parametric recursive residuals ⋮ Strong laws of large numbers for quasi-stationary random fields ⋮ A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables ⋮ The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm ⋮ On the growth order of partial sums of non-orthogonal series ⋮ Strong laws of large numbers for positively dependent random variables ⋮ Randomly perturbed ergodic averages ⋮ Testing the stability of the functional autoregressive process ⋮ A general moment inequality for the maximum of the rectangular partial sums of multiple series ⋮ Nonparametric change-point estimation for dependent sequences ⋮ Convergence rates for estimating a change-point with long-range dependent sequences ⋮ Approximation theorems for double orthogonal series ⋮ On the Bahadur representation of sample quantiles for dependent sequences ⋮ Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations ⋮ A new limit result in change point analysis ⋮ Convergence of trajectories in fractal interpolation of stochastic processes ⋮ Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory ⋮ Weighted Birkhoff ergodic theorem with oscillating weights
Cites Work
- The law of the iterated logarithm and related results for weakly multiplicative systems
- Convergence Properties of $S_n$ Under Moment Restrictions
- Moment Inequalities for the Maximum Cumulative Sum
- LACUNARY SERIES AND INDEPENDENT FUNCTIONS
- Complete Convergence and the Law of Large Numbers
- On the Convergence of Trigonometric Seri
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Moment inequalities and the strong laws of large numbers
