Complete convergence of weighted sums of martingale differences

DOI10.1007/BF01045165zbMath0698.60035MaRDI QIDQ912477

Kai Fun Yu

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

complete convergenceweighted sums of martingale differences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Related Items (14)

The consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Complete convergence and almost sure convergence of weighted sums of random variables ⋮ Complete convergence of weighted sums of martingale differences and statistical applications ⋮ Complete convergence and complete moment convergence for martingale difference sequence ⋮ Complete moment convergence for randomly weighted sums of martingale differences ⋮ Complete convergence theorems for \(L^{p}\)-mixingales. ⋮ The convergence of double-indexed weighted sums of martingale differences and its application ⋮ Convergence rates in the law of large numbers for arrays of martingale differences ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Complete convergence for moving average process of martingale differences ⋮ Convergence rates in the law of large numbers for arrays of Banach valued martingale differences ⋮ Almost sure convergence and complete convergence for the weighted sums of martingale differences ⋮ Consistency of LS estimators in the EV regression model with martingale difference errors ⋮ Complete convergence theorems for extended negatively dependent random variables

Cites Work

• Unnamed Item
• A remark on almost sure convergence of weighted sums
• Almost certain convergence in double arrays
• Some Convergence Theorems for Independent Random Variables

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