Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors

DOI10.1007/S10114-023-1364-YMaRDI QIDQ6492027zbMATH OpenFDO

Authors Yi Wu, Xuejun Wang

Publication date 24 April 2024

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10114-023-1364-Y

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Linear regression; mixed models (62J05)

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Cites work

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• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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Cited in

(2)

• Complete convergence and complete moment convergence for weighted sums of martingale difference random vectors
• Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications

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