Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications
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Publication:5213366
DOI10.1080/02331888.2019.1707201zbMath1439.60034OpenAlexW2997679948MaRDI QIDQ5213366
Rui Wang, Xiaoqin Li, Chao Lu, Xue-jun Wang
Publication date: 3 February 2020
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2019.1707201
complete convergencecomplete moment convergencenonparametric regression modelrandomly weighted sumslinear-time-invariant system\(\rho^*\)-mixing random variables
Least squares and related methods for stochastic control systems (93E24) Strong limit theorems (60F15) Generalized stochastic processes (60G20)
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