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Asymptotic results for FGM random sequences

  • Hashorva, Enkelejd
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    Let {Xn, n[greater-or-equal, slanted]1} be a centered FGM random sequence and put . Motivated by the dependence structure of FGM distributions (see, e.g. Johnson and Kotz, Comm. Statist. 4 (1977) 415) we derive almost sure and max-limit almost sure convergence for and Mn, respectively.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-441NF07-C/2/c60c6b706abc5ca24e73ce5b28f8cdbb
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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 54 (2001)
    Issue (Month): 4 (October)
    Pages: 417-425

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    Handle: RePEc:eee:stapro:v:54:y:2001:i:4:p:417-425
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    1. Etemadi, N., 1983. "Stability of sums of weighted nonnegative random variables," Journal of Multivariate Analysis, Elsevier, vol. 13(2), pages 361-365, June.
    2. Fahrner, I. & Stadtmüller, U., 1998. "On almost sure max-limit theorems," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 229-236, March.
    3. Cambanis, Stamatis, 1977. "Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions," Journal of Multivariate Analysis, Elsevier, vol. 7(4), pages 551-559, December.
    4. Mikami, Toshio, 1997. "Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 73-78, August.
    5. Hashorva, E. & Hüsler, J., 1999. "Extreme Values in FGM Random Sequences," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 212-225, February.
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