Convergence rate for weighted sums of ψ-mixing random variables and applications

DOI10.7153/jmi-2022-16-58OpenAlexW4312370754MaRDI QIDQ5045634

Soo Hak Sung, Yanchun Yi, Ping Yan Chen

Publication date: 7 November 2022

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2022-16-58

zbMATH Keywords

complete convergenceconvergence rateweighted sumcomplete consistency\(\psi\)-mixingsimple linear errors-in-variables regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Complete convergence for weighted sums of negatively dependent random variables
• Some limit behaviors for the LS estimator in simple linear EV regression models
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• Panel data from time series of cross-sections
• Almost-sure results for a class of dependent random variables
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• Consistency of LS estimator in simple linear EV regression models
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
• Strong convergence properties for \({\psi}\)-mixing random variables
• Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables
• A Combinatorial Lemma and Its Application to Probability Theory
• The Spitzer law for ψ-mixing random variables
• Convergence Rates in the Law of Large Numbers
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
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• On a Theorem of Hsu and Robbins
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