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A strong law of large numbers for triangular mixingale arrays

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  • de Jong, Robert M.

Abstract

In this paper a strong law of large numbers for triangular mixingale arrays is proven. The mixingale condition is one of asymptotically weak dependence. A strong law of large numbers for triangular mixingale arrays has not been established previously in the literature. The result is applied to kernel regression function estimation.

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Bibliographic Info

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

Volume (Year): 27 (1996)
Issue (Month): 1 (March)
Pages: 1-9

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Handle: RePEc:eee:stapro:v:27:y:1996:i:1:p:1-9

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Related research

Keywords: Strong law of large numbers Mixingale sequence Law of large numbers Triangular array Dependent random variables Kernel regression;

References

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  1. Hansen, Bruce E., 1991. "Strong Laws for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 7(02), pages 213-221, June.
  2. Davidson, James, 1993. "An L1-convergence theorem for heterogeneous mixingale arrays with trending moments," Statistics & Probability Letters, Elsevier, vol. 16(4), pages 301-304, March.
  3. Andrews, Donald W.K., 1988. "Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables," Econometric Theory, Cambridge University Press, vol. 4(03), pages 458-467, December.
  4. de Jong, R.M., 1995. "Laws of Large Numbers for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 11(02), pages 347-358, February.
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