An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments

DOI10.1016/0167-7152(93)90134-5zbMath0783.60024OpenAlexW2036381517MaRDI QIDQ1209706

S. Singh

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90134-5

zbMATH Keywords

weak law of large numbersnon-stationaritymixingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (5)

BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS ⋮ A strong law of large numbers for triangular mixingale arrays ⋮ CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES ⋮ Complete convergence theorems for \(L^{p}\)-mixingales. ⋮ Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results

Cites Work

• Unnamed Item
• A maximal inequality and dependent strong laws
• On the invariance principle for nonstationary mixingales
• Invariance principles for dependent variables
• On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$

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