Marcinkiewicz law of large numbers for outer products of heavy-tailed, long-range dependent data

DOI10.1017/APR.2016.4zbMath1342.62124arXiv1501.02415OpenAlexW2963103755MaRDI QIDQ5740692

Samira Sadeghi, Michael A. Kouritzin

Publication date: 27 July 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.02415

zbMATH Keywords

stochastic approximationlinear processheavy tailslong-range dependencecovarianceMarcinkiewicz strong law of large numbers

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Strong limit theorems (60F15) Stochastic approximation (62L20) Analysis of variance and covariance (ANOVA) (62J10)

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