Convergence rates in the law of large numbers for END linear processes with random coefficients

DOI10.1080/03610926.2018.1530790MaRDI QIDQ5085558zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 27 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1530790

zbMATH Keywords

convergence rateextended negatively dependentlinear processesMarcinkiewicz-Zygmund law of large numbersrandom coefficients

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• A maximal inequality and dependent strong laws
• Complete convergence and complete moment convergence for extended negatively dependent random variables
• Complete Convergence and the Law of Large Numbers
• Complete convergence for Sung's type weighted sums of END random variables
• Complete convergence of moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Complete moment convergence for product sums of sequence of extended negatively dependent random variables
• Convergence Rates in the Law of Large Numbers
• Convergence rates in the law of large numbers for long-range dependent linear processes
• Invariance principles for dependent variables
• Large sample inference for long memory processes
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
• Marcinkiewicz-Zygmund strong laws for infinite variance time series.
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
• Negative association of random variables, with applications
• On a Theorem of Hsu and Robbins
• On the invariance principle for nonstationary mixingales
• Some Concepts of Dependence
• Some general strong laws for weighted sums of stochastically dominated random variables
• Strong laws of large numbers for weighted sums of random elements in normed linear spaces
• The Probability in the Tail of a Distribution
• Weak law of large numbers for linear processes

Cited in

(6)

• Complete moment convergence for the dependent linear processes with random coefficients
• Convergence rates in the law of large numbers for long-range dependent linear processes
• Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
• Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
• Convergence of asymptotically almost negatively associated random variables with random coefficients
• Complete moment convergence for ^-mixing linear processes with random coefficients and its applications

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