Convergence rates in the strong law of large numbers for martingale difference sequences
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Publication:448737
DOI10.1155/2012/572493zbMATH Open1253.60045OpenAlexW2076095938WikidataQ58695569 ScholiaQ58695569MaRDI QIDQ448737FDOQ448737
Authors: Shuhe Hu, Wenzhi Yang, Xinghui Wang, Xuejun Wang 
Publication date: 7 September 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/572493
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Cites Work
- Title not available (Why is that?)
- Convergence Rates in the Law of Large Numbers
- Complete Convergence and the Law of Large Numbers
- Baum-Katz-Nagaev type results for martingales
- A note on the rate of convergence in the strong law of large numbers for martingales
- On a Theorem of Hsu and Robbins
- Title not available (Why is that?)
Cited In (12)
- Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
- The moment of maximum normed randomly weighted sums of martingale differences
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Complete convergence and complete moment convergence for martingale difference sequence
- On the convergence in mean of martingale difference sequenceS
- Convergence rates in the law of large numbers for arrays of martingale differences
- Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables.
- Title not available (Why is that?)
- Strong laws of large numbers and asymptotic martingales
- On Extending the Brunk--Prokhorov Strong Law of Large Numbers
- On the rate of convergence in the strong law of large numbers for martingales
- The convergence of double-indexed weighted sums of martingale differences and its application
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