A strong law of large numbers for triangular mixingale arrays

DOI10.1016/0167-7152(95)00036-4zbMath0859.60029OpenAlexW2026032318MaRDI QIDQ1916163

Robert M. de Jong

Publication date: 9 April 1997

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00036-4

zbMATH Keywords

law of large numberskernel estimatormixingale array

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15) Generalizations of martingales (60G48)

Related Items (5)

CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES ⋮ Dynamic Matching for Real-Time Ride Sharing ⋮ Complete convergence theorems for \(L^{p}\)-mixingales. ⋮ Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results ⋮ Testing Linearity for Network Autoregressive Models

Cites Work

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• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
• A maximal inequality and dependent strong laws
• Weighted sums of certain dependent random variables
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Almost certain convergence in double arrays
• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• Topics in Advanced Econometrics

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