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Convergence of asymptotically negatively associated random variables with random coefficients

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  • Bing Meng
  • Qunying Wu

Abstract

In this work, by using Marcinkiewicz-Zygmund type moment inequality of asymptotically negatively associated (ANA, in short) sequences, the strong law of large numbers of linear processes with random coefficients generated by ANA sequences is studied. The obtained results extend the convergence of linear processes with constant coefficients to the case of random coefficients.

Suggested Citation

  • Bing Meng & Qunying Wu, 2024. "Convergence of asymptotically negatively associated random variables with random coefficients," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(8), pages 2961-2976, April.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:8:p:2961-2976
    DOI: 10.1080/03610926.2022.2150058
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