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
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 cycles ⋮ Nonparametric function recovering from noisy observations ⋮ Bootstrap specification tests for linear covariance stationary processes ⋮ Multidimensional Lévy inequalities and their applications ⋮ Convergence rate for weighted sums of ψ-mixing random variables and applications ⋮ An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals ⋮ On the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\) ⋮ Bahadur-Kiefer representations for GM-estimators in autoregression models ⋮ Dependent versions of a central limit theorem for the squared length of a sample mean ⋮ A strong law for weighted sums of i.i.d. random variables ⋮ A note on the empirical distribution of dependent random variables ⋮ Resampling from centered data in the two-sample problem ⋮ Marcinkiewicz-type law of large numbers for fuzzy random variables ⋮ On the unconditional strong law of large numbers for the bootstrap mean ⋮ Laws of the iterated logarithm for weighted sums of independent random variables ⋮ Asymptotic number of clusters for species sampling sequences with non-diffuse base measure ⋮ Comparing sums of independent bounded random variables and sums of Bernoulli random variables ⋮ Stochastic consensus over noisy networks with Markovian and arbitrary switches ⋮ A kind of complete moment convergence for self-normalized sums ⋮ Random weighted shifts ⋮ Gaussian inference on certain long-range dependent volatility models ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ Nearly second order three-stage design for estimating a product of several Bernoulli proportions ⋮ On the uniform complete convergence of density function estimates ⋮ On the asymptotic network delay in a model of packet switching ⋮ Identification of errors-in-variables systems with ARMA observation noises ⋮ Some More Results on Rates of Convergence in the Law of Large Numbers for Weighted Sums of Independent Random Variables ⋮ Laws of large numbers for weighted sums of independent random variables: a game of mass ⋮ Complete convergence for weighted sums of negatively dependent random variables ⋮ An alternative bootstrap to moving blocks for time series regression models ⋮ Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables ⋮ The asymptotic properties of the maximum-relevance weighted likelihood estimators ⋮ Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping. ⋮ Iteration convergence speed estimation using the LIL ⋮ The physicist's approach to the travelling salesman problem. II ⋮ On the independence number of random graphs ⋮ On complete convergence and strong law for weighted sums of i.i.d. random variables ⋮ Sensitivity of risk measures with respect to the normal approximation of total claim distributions ⋮ Precise asymptotics for the first moment of the error variance estimator in linear models ⋮ Precise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variables ⋮ The linear model revisited ⋮ Martingale limit theorem and its application to an ergodic controlled Markov chain ⋮ The law of the iterated logarithm for positively dependent random variables ⋮ Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series ⋮ Limiting behavior of weighted sums of i.i.d. random variables ⋮ A review on strong convergence of weighted sums of random elements based on Wasserstein metrics ⋮ Almost sure convergence in distributed parameter identification algorithms under correlated noise ⋮ Empirical likelihood inference for partial linear models under martingale difference sequence ⋮ On the law of large numbers for the bootstrap mean ⋮ Complete convergence of moving average processes ⋮ Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model ⋮ On extending the Brunk-Prokhorov strong law of large numbers for martingale differences ⋮ Nonparametric estimation of a process mean from censored data ⋮ Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors ⋮ Machine learning for optimal blackjack counting strategies ⋮ On the strong law of large numbers ⋮ Uniform convergence of autocovariances ⋮ The law of the iterated logarithm for character ratios ⋮ On the almost certain limiting behavior of normed sums of identically distributed positive random variables ⋮ On convergence rates of averages of weakly dependent random variables ⋮ Complete convergence for \(\alpha{}\)-mixing sequences ⋮ A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes ⋮ The law of the iterated logarithm for the rescaled R/S statistics without the second moment ⋮ Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model ⋮ Asymptotic results on a class of adaptive multi-treatment designs ⋮ The law of iterated logarithm of estimators for partially linear panel data models ⋮ A sharp inequality for martingales and its applications ⋮ Synchronization of multi-agent systems without connectivity assumptions ⋮ Random sampling of long-memory stationary processes ⋮ A note on unit root tests with heavy-tailed GARCH errors ⋮ Relative stability for strictly stationary sequences ⋮ Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences ⋮ Strong laws for weighted sums of i. i. d. random variables ⋮ On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions ⋮ Asymptotics for moving average processes with dependent innovations ⋮ On convergence properties of sums of dependent random variables under second moment and covariance restrictions ⋮ Precise rates in the law of the logarithm for negatively associated random variables ⋮ Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions ⋮ Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data ⋮ Precise asymptotics in complete moment convergence for self-normalized sums ⋮ Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information ⋮ TESTING FOR CHANGES IN KENDALL’S TAU ⋮ An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate ⋮ An 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 model ⋮ Exact rates in log law for positively associated random variables ⋮ Estimation of autoregressive models with epsilon-skew-normal innovations ⋮ Markov processes related with Dunkl operators ⋮ The asymptotic value-to-capacity ratio for the multi-class stochastic knapsack problem ⋮ Convergence rates in the law of large numbers for arrays of Banach valued martingale differences ⋮ On the weak laws of large numbers for arrays of random variables ⋮ Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics ⋮ On the limiting behavior of randomly weighted partial sums ⋮ Sampling distribution for a class of estimators for nonregular linear processes ⋮ On the martingale approximation of the estimation error of ARMA parameters ⋮ An application of Rosenthal's moment inequality to the strong law of large numbers ⋮ A form of the Borel-Cantelli lemma ⋮ A bootstrap causality test for covariance stationary processes