An Inequality and Almost Sure Convergence
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Publication:5568852
Cited in
(22)- Strong laws of large numbers for pairwise quadrant dependent random variables
- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Inference for nonstationary time series of counts with application to change-point problems
- Inference and model selection in general causal time series with exogenous covariates
- Consistent model selection criteria and goodness-of-fit test for common time series models
- On a general approach to the strong laws of large numbers
- Strongly consistent model selection for general causal time series
- WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
- Inference and testing for structural change in general Poisson autoregressive models
- Almost sure convergence for weighted sums of -mixing random variables with applications
- Consistent model selection procedure for general integer-valued time series
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series
- A new estimator for LARCH processes
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes
- Quasi-maximum likelihood estimation of long-memory linear processes
- GJR-GARCH process with normal errors of varying mean
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- A maximal inequality for dependent random variables
- Stable laws for random dynamical systems
- Functional limit theorems for linear processes in the domain of attraction of stable laws
- Convergence to Lévy stable processes under some weak dependence conditions
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