Complete convergence for weighted sums of mixingale sequences and statistical applications

In this paper, the complete convergence of weighted sums of L r -mixingale is established, from which the complete convergence of martingale differences is also derived. As statistical applications, non parametric regression model and simpler linear errors-in-variables model with mixingale errors ar...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Zhang, Lin [verfasserIn]

Miao, Yu

Mu, Jianyong

Xu, Jie

Format:

Artikel

Sprache:

Englisch

Erschienen:

2017

Rechteinformationen:

Nutzungsrecht: © 2017 Taylor & Francis Group, LLC 2017

Schlagwörter:

60F15

Complete convergence

simpler linear EV model

martingale difference

non parametric regression model

mixingale

Statistical analysis

Sums

Convergence

Regression models

Übergeordnetes Werk:

Enthalten in: Communications in statistics / Theory and methods - London : Taylor and Francis, 1982, 46(2017), 21, Seite 10692

Übergeordnetes Werk:

volume:46 ; year:2017 ; number:21 ; pages:10692

Links:

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DOI / URN:

10.1080/03610926.2016.1242738

Katalog-ID:

OLC1997689464

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