Complete moment convergence for the widely orthant dependent linear processes with random coefficients

DOI10.1080/03610926.2020.1756328OpenAlexW3019956236MaRDI QIDQ5079274

Dawei Lu, Li-na Wang

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1756328

zbMATH Keywords

random coefficientslinear processescomplete moment convergencewidely orthant dependent random variables

Mathematics Subject Classification ID

Statistics (62-XX) Strong limit theorems (60F15) General theory of stochastic processes (60G07)

Related Items (5)

Complete moment convergence for the linear processes with random coefficients generated by a class of random variables ⋮ Limiting behaviors of linear processes with random coefficients based on m-ANA random variables ⋮ Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems ⋮ Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications ⋮ Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application

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