Complete convergence of weighted sums of martingale differences and statistical applications

DOI10.1007/s40840-023-01515-0OpenAlexW4367680522MaRDI QIDQ6102223

Mengying Shao, Yu Miao

Publication date: 8 May 2023

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40840-023-01515-0

zbMATH Keywords

complete convergencestrong consistencyregression modelleast square estimatorregression function estimatormartingale differenceerrors-in-variables regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Cites Work

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• Complete convergence for weighted sums of mixingale sequences and statistical applications
• Asymptotic properties of LS estimator in nonlinear functional EV models
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• The loglog law for LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Some Convergence Theorems for Independent Random Variables
• Complete Convergence and the Law of Large Numbers
• Nonparametric estimation of a regression function

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