Limiting behaviors of linear processes with random coefficients based on m-ANA random variables

DOI10.7153/jmi-2022-16-48OpenAlexW4285231816MaRDI QIDQ5093918

Rui Wang, Aiting Shen

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.7153/jmi-2022-16-48

zbMATH Keywords

complete convergencestrong law of large numberslinear processrandom coefficientscomplete moment convergence\(m\)-ANA random variables

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric inference (62F99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations for some weakly dependent random processes
• Complete moment convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• On the convergence of moving average processes under negatively associated random variables
• Strong laws of large numbers for weighted sums of random elements in normed linear spaces
• Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications
• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• Complete moment convergence for the dependent linear processes with random coefficients
• Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
• Limiting behaviour of moving average processes based on a sequence of \(\rho^{-}\) mixing and negatively associated random variables
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ^*-MIXING SEQUENCES
• On the convergence of moving average processes under dependent conditions
• Some general strong laws for weighted sums of stochastically dominated random variables
• Complete moment convergence for the widely orthant dependent linear processes with random coefficients
• Convergence rates in the law of large numbers for END linear processes with random coefficients
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
• Some Limit Theorems for Stationary Processes
• Complete Convergence and the Law of Large Numbers

This page was built for publication: Limiting behaviors of linear processes with random coefficients based on m-ANA random variables