A law of large numbers for identically distributed martingale differences

DOI10.1214/AOP/1176994414zbMath0463.60039OpenAlexW2039157374MaRDI QIDQ1153610

John H. Elton

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994414

zbMATH Keywords

maximal functionlaw of large numbersalmost sure convergence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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The consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Laws of large numbers for semimartingales with applications to stochastic regression ⋮ Baum–Katz type theorems with exact threshold ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ On complete convergence for weighted sums of martingale-difference random fields ⋮ Nonparametric sequential prediction for stationary processes ⋮ Convergence rates in the SLLN for some classes of dependent random fields ⋮ On the almost certain limiting behavior of normed sums of identically distributed positive random variables ⋮ Convergence rates in the strong law of large numbers for Hilbert valued dependent variables ⋮ A note on the rate of convergence in the strong law of large numbers for martingales ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Unnamed Item ⋮ Unnamed Item

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