相依异质过程的强大数定律

Strong Laws for Dependent Heterogeneous Processes

Econometric Theory · 1991
被引 119
人大 A-ABS 4

中文导读

给出了弱相依异质随机变量的极大不等式和强大数定律,特别考虑了L_r混合序列、强混合序列和近邻相依序列,为1<r<2的L_r有界L_r混合序列和NED序列提供了首个强大数定律。

Abstract

This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are L r mixingales for r &gt; 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for L r -bounded L r mixingales and NED sequences for 1 &gt; r &gt; 2. The strong laws presented for α-mixing sequences are less restrictive than the laws of McLeish [8].

强相依性异质性过程强律混合序列