Local Convergence of Martingales and the Law of Large Numbers

From MaRDI portal
Publication:5345299

DOI10.1214/aoms/1177700166zbMath0134.34003OpenAlexW2006157226WikidataQ93438994 ScholiaQ93438994MaRDI QIDQ5345299

Yuan-Shih Chow

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177700166



Related Items

A uniform limit theorem for predictive distributions, Martingale transforms with non-atomic limits and stochastic approximation, Selecting optimal multistep predictors for autoregressive processes of unknown order., Optimal stochastic adaptive control with quadratic index, Optimizing costs of age replacement policies, Wear convergence of stochastic approximation processes with random indices, A recursive blind adaptive equalizer for IIR channels with common zeros, Almost Sure Stability of Partial Sums of Uniformly Bounded Random Variables, Quadratic variation and the convergence of random sequences, A stopped stochastic approximation algorithm, Laws of large numbers for semimartingales with applications to stochastic regression, Some asymptotic results for the branching process with immigration, Nonparametric estimation based on censored observations of a Markov renewal process, Abstract stochastic approximations and applications, Toward optimal multistep forecasts in non-stationary autoregressions, Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics, Convergence systems and strong consistency of least squares estimates in regression models, Will the PLS criterion for order estimation work with AML and a posteriori prediction error?, Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control, Strong consistency of least squares estimates in multiple regression models with random regressors, Sequential estimation in variable length computerized adaptive testing., BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES, Asymptotic properties of projections with applications to stochastic regression problems, A log log law for unstable ARMA models with applications to time series analysis, Strongly consistent estimation of the order of stochastic control systems (CARMA model), Recursive order estimation of stochastic control systems, Application of sequential interval estimation to adaptive mastery testing, Strongly consistent density estimation of the regression residual, Convergence results for strictC-sequences, A strong approximation theorem for quasi-associated sequences, Convergence of local supermartingales, Stochastic dynamics of SIRS epidemic models with random perturbation, A strong law of large numbers for nonexpansive vector-valued stochastic processes, ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS, A stopping rule for the Robbins-Monro method, CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS, Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests, A vector-valued almost sure invariance principle for hyperbolic dynamical systems, Predictor Selection for Positive Autoregressive Processes, Asymptotic behavior of SIRS models in state-dependent random environments, Testing for change in mean of independent multivariate observations with time varying covariance, Asymptotic properties of nonlinear estimates in stochastic models with finite design space, Asymptotics of regressions with stationary and nonstationary residuals., Almost sure invariance principles for mixing sequences of random variables, Law of iterated logarithm and invariance principle for one-parameter families of interval maps