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An L1-convergence theorem for heterogeneous mixingale arrays with trending moments

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Davidson, James

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Abstract

This paper gives a generalization of an L1-convergence theorem for dependent processes due to Andrews (1988). Among the cases covered by this result are weak laws of large numbers for random sequences (Xt) having moments tending to either infinity or zero as t --> [infinity].

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 16 (1993)
Issue (Month): 4 (March)
Pages: 301-304
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Handle: RePEc:eee:stapro:v:16:y:1993:i:4:p:301-304

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Keywords: Weak law of large numbers mixingales nonstationarity;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Robert M. De Jong, 1998. "Weak Laws of Large Numbers for Dependent Random Variables," Annales d'Economie et de Statistique, ADRES, issue 51, pages 10, Juillet-S. [Downloadable!]
  2. Jonathan B. Hill, 2005. "On Tail Index Estimation Using Dependent,Heterogenous Data," Working Papers 0512, Florida International University, Department of Economics. [Downloadable!]
  3. Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, EconWPA, revised 27 May 2005. [Downloadable!]
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