Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
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Publication:4355157
DOI10.1080/07474939708800387zbMATH Open0903.60025OpenAlexW2143222339MaRDI QIDQ4355157FDOQ4355157
Authors:
Publication date: 11 June 1998
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939708800387
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Cites Work
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Stochastic Limit Theory
- A maximal inequality and dependent strong laws
- A strong law of large numbers for triangular mixingale arrays
- Non-strong mixing autoregressive processes
- Title not available (Why is that?)
- Strong consistency and rates for recursive probability density estimators of stationary processes
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
Cited In (7)
- Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018
- Convergence rates of sums of \(\alpha\)-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
- Complete convergence theorems for \(L^{p}\)-mixingales.
- A strong law of large numbers for strongly mixing processes
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Cointegrating regressions with messy regressors and an application to mixed-frequency series
- On adaptive Markov chain Monte Carlo algorithms
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