Laws of Large Numbers for Dependent Heterogeneous Processes

B-Tier
Journal: Econometric Theory
Year: 1995
Volume: 11
Issue: 2
Pages: 347-358

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper provides weak and strong laws of large numbers for weakly dependent heterogeneous random variables. The weak laws of large numbers presented extend known results to the case of trended random variables. The main feature of our strong law of large numbers for mixingale sequences is the less strict decay rate that is imposed on the mixingale numbers as compared to previous results.

Technical Details

RePEc Handle
repec:cup:etheor:v:11:y:1995:i:02:p:347-358_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25