STRONG LAWS FOR DEPENDENT HETEROGENEOUS PROCESSES

被引：48

作者：

HANSEN, BE

机构：

来源：

ECONOMETRIC THEORY | 1991年 / 7卷 / 02期

关键词：

D O I：

10.1017/S0266466600004412

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are L r mixingales for r > 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for L r-bounded L r mixingales and NED sequences for 1 > r > 2. The strong laws presented for α-mixing sequences are less restrictive than the laws of McLeish [8]. © 1991, Cambridge University Press. All rights reserved.

引用

页码：213 / 221

页数：9

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