Complete moment convergence for randomly weighted sums of martingale differences
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Publication:2441896
DOI10.1186/1029-242X-2013-396zbMath1295.60056OpenAlexW2156218259WikidataQ59300976 ScholiaQ59300976MaRDI QIDQ2441896
Shuhe Hu, Wenzhi Yang, Xinghui Wang, YiWei Wang
Publication date: 28 March 2014
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2013-396
Related Items (8)
Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence ⋮ Complete moment convergence of double-indexed randomly weighted sums of mixing sequences ⋮ Complete convergence of randomly weighted END sequences and its application ⋮ Complete q-th moment convergence and its application in the dependent bootstrap ⋮ Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications ⋮ Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences ⋮ Equivalent conditions of complete moment and integral convergence for a class of dependent random variables ⋮ The moment of maximum normed randomly weighted sums of martingale differences
Cites Work
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- Complete convergence of weighted sums of martingale differences
- Complete convergence of martingale arrays
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
- Baum-Katz-Nagaev type results for martingales
- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
- State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes
- Convergence of Moving Average Processes for Dependent Random Variables
- A Note on the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements
- A Complete Convergence Theorem for Row Sums from Arrays of Rowwise Independent Random Elements in Rademacher TypepBanach Spaces
- Complete Convergence and the Law of Large Numbers
- On a Theorem of Hsu and Robbins
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