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Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables

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  • Guo, Mingle
  • Zhu, Dongjin

Abstract

In this paper, the complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ρ∗-mixing setting.

Suggested Citation

  • Guo, Mingle & Zhu, Dongjin, 2013. "Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 13-20.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:13-20
    DOI: 10.1016/j.spl.2012.08.015
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    1. Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
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    Cited by:

    1. Nan Cheng & Chao Lu & Jibing Qi & Xuejun Wang, 2022. "Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models," Statistical Papers, Springer, vol. 63(2), pages 397-419, April.
    2. Wu, Yi & Wang, Xuejun & Hu, Shuhe, 2017. "Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 56-66.

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