Strong Laws for Dependent Heterogeneous Processes

B-Tier
Journal: Econometric Theory
Year: 1991
Volume: 7
Issue: 2
Pages: 213-221

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are Lr mixingales for r > 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for Lr-bounded Lr 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].

Technical Details

RePEc Handle
repec:cup:etheor:v:7:y:1991:i:02:p:213-221_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25