Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences

From MaRDI portal
Publication:5551947

DOI10.1214/aoms/1177698136zbMath0165.52702OpenAlexW1481492149MaRDI QIDQ5551947

William Stout

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1214/aoms/1177698136




Related Items

A parametric bootstrap test for cyclesNonparametric function recovering from noisy observationsBootstrap specification tests for linear covariance stationary processesMultidimensional Lévy inequalities and their applicationsConvergence rate for weighted sums of ψ-mixing random variables and applicationsAn alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivalsOn the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\)Bahadur-Kiefer representations for GM-estimators in autoregression modelsDependent versions of a central limit theorem for the squared length of a sample meanA strong law for weighted sums of i.i.d. random variablesA note on the empirical distribution of dependent random variablesResampling from centered data in the two-sample problemMarcinkiewicz-type law of large numbers for fuzzy random variablesOn the unconditional strong law of large numbers for the bootstrap meanLaws of the iterated logarithm for weighted sums of independent random variablesAsymptotic number of clusters for species sampling sequences with non-diffuse base measureComparing sums of independent bounded random variables and sums of Bernoulli random variablesStochastic consensus over noisy networks with Markovian and arbitrary switchesA kind of complete moment convergence for self-normalized sumsRandom weighted shiftsGaussian inference on certain long-range dependent volatility modelsPrecise asymptotics in the deviation probability series of self-normalized sumsNearly second order three-stage design for estimating a product of several Bernoulli proportionsOn the uniform complete convergence of density function estimatesOn the asymptotic network delay in a model of packet switchingIdentification of errors-in-variables systems with ARMA observation noisesSome More Results on Rates of Convergence in the Law of Large Numbers for Weighted Sums of Independent Random VariablesLaws of large numbers for weighted sums of independent random variables: a game of massComplete convergence for weighted sums of negatively dependent random variablesAn alternative bootstrap to moving blocks for time series regression modelsPrecise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variablesThe asymptotic properties of the maximum-relevance weighted likelihood estimatorsInferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping.Iteration convergence speed estimation using the LILThe physicist's approach to the travelling salesman problem. IIOn the independence number of random graphsOn complete convergence and strong law for weighted sums of i.i.d. random variablesSensitivity of risk measures with respect to the normal approximation of total claim distributionsPrecise asymptotics for the first moment of the error variance estimator in linear modelsPrecise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variablesThe linear model revisitedMartingale limit theorem and its application to an ergodic controlled Markov chainThe law of the iterated logarithm for positively dependent random variablesExtended Glivenko-Cantelli theorem in ARCH\((p)\)-time seriesLimiting behavior of weighted sums of i.i.d. random variablesA review on strong convergence of weighted sums of random elements based on Wasserstein metricsAlmost sure convergence in distributed parameter identification algorithms under correlated noiseEmpirical likelihood inference for partial linear models under martingale difference sequenceOn the law of large numbers for the bootstrap meanComplete convergence of moving average processesLaws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear modelOn extending the Brunk-Prokhorov strong law of large numbers for martingale differencesNonparametric estimation of a process mean from censored dataStatistical inference for panel data semiparametric partially linear regression models with heteroscedastic errorsMachine learning for optimal blackjack counting strategiesOn the strong law of large numbersUniform convergence of autocovariancesThe law of the iterated logarithm for character ratiosOn the almost certain limiting behavior of normed sums of identically distributed positive random variablesOn convergence rates of averages of weakly dependent random variablesComplete convergence for \(\alpha{}\)-mixing sequencesA central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processesThe law of the iterated logarithm for the rescaled R/S statistics without the second momentEstimation of a semiparametric varying-coefficient partially linear errors-in-variables modelAsymptotic results on a class of adaptive multi-treatment designsThe law of iterated logarithm of estimators for partially linear panel data modelsA sharp inequality for martingales and its applicationsSynchronization of multi-agent systems without connectivity assumptionsRandom sampling of long-memory stationary processesA note on unit root tests with heavy-tailed GARCH errorsRelative stability for strictly stationary sequencesAlmost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequencesStrong laws for weighted sums of i. i. d. random variablesOn the strong law of large numbers for identically distributed random variables irrespective of their joint distributionsAsymptotics for moving average processes with dependent innovationsOn convergence properties of sums of dependent random variables under second moment and covariance restrictionsPrecise rates in the law of the logarithm for negatively associated random variablesLaws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptionsPartially linear models and polynomial spline approximations for the analysis of unbalanced panel dataPrecise asymptotics in complete moment convergence for self-normalized sumsLaws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete informationTESTING FOR CHANGES IN KENDALL’S TAUAn equivalence theorem for \(L_ 1\) convergence of the kernel regression estimateAn instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.The Hilbert kernel regression estimate.Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV modelExact rates in log law for positively associated random variablesEstimation of autoregressive models with epsilon-skew-normal innovationsMarkov processes related with Dunkl operatorsThe asymptotic value-to-capacity ratio for the multi-class stochastic knapsack problemConvergence rates in the law of large numbers for arrays of Banach valued martingale differencesOn the weak laws of large numbers for arrays of random variablesNon-asymptotic confidence regions for model parameters in the presence of unmodelled dynamicsOn the limiting behavior of randomly weighted partial sumsSampling distribution for a class of estimators for nonregular linear processesOn the martingale approximation of the estimation error of ARMA parametersAn application of Rosenthal's moment inequality to the strong law of large numbersA form of the Borel-Cantelli lemmaA bootstrap causality test for covariance stationary processes