Strong Laws for Dependent Heterogeneous Processes
AbstractThis paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are L r mixingales for r > 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 > r > 2. The strong laws presented for α-mixing sequences are less restrictive than the laws of McLeish .
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 7 (1991)
Issue (Month): 02 (June)
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