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Volumn 16, Issue 3, 1997, Pages 251-279

Strong laws of large numbers for dependent heterogeneous processes: A synthesis of recent and new results

Author keywords

Mixing; Mixingales; Near epoch dependence; Strong law of large numbers

Indexed keywords


EID: 1242341736     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800387     Document Type: Article
Times cited : (15)

References (15)
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    • Andrews, D.W.K.1
  • 3
    • 38249002912 scopus 로고
    • An L1-convergence theorem for heterogeneous mixingale arrays with trending moments
    • Davidson, J., 1993. An L1-convergence theorem for heterogeneous mixingale arrays with trending moments. Statistics and Probability Letters, 16: 301–304.
    • (1993) Statistics and Probability Letters , vol.16 , pp. 301-304
    • Davidson, J.1
  • 4
    • 21144477367 scopus 로고
    • The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes: the asymptotically degenerate case
    • Davidson, J., 1993. The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes: the asymptotically degenerate case. Econometric Theory, 9: 402–412.
    • (1993) Econometric Theory , vol.9 , pp. 402-412
    • Davidson, J.1
  • 8
    • 0030584394 scopus 로고    scopus 로고
    • A strong law of large numbers for triangular mixingale arrays
    • De Jong, R. M., 1996. A strong law of large numbers for triangular mixingale arrays. Statistics and Probability Letters, 12: 1–9.
    • (1996) Statistics and Probability Letters , vol.12 , pp. 1-9
    • De Jong, R.M.1
  • 11
    • 84971995746 scopus 로고
    • Strong laws for dependent heterogeneous processes
    • Hansen, B. E., 1991. Strong laws for dependent heterogeneous processes. Econometric Theory, 7: 213–221.
    • (1991) Econometric Theory , vol.7 , pp. 213-221
    • Hansen, B.E.1
  • 12
    • 84972088215 scopus 로고
    • Strong laws for dependent heterogeneous processes. Errata
    • Hansen, B. E., 1992. Strong laws for dependent heterogeneous processes. Errata. Econometric Theory, 8: 421–422.
    • (1992) Econometric Theory , vol.8 , pp. 421-422
    • Hansen, B.E.1
  • 13
    • 0002975792 scopus 로고
    • Strong Consistency and Rates for Recursive Probability Density Estimators of Stationary Processes
    • Masry, E., and Gyorfi, L., 1987. Strong Consistency and Rates for Recursive Probability Density Estimators of Stationary Processes. Journal of Multivariate Analysis, 22: 79–93.
    • (1987) Journal of Multivariate Analysis , vol.22 , pp. 79-93
    • Masry, E.1    Gyorfi, L.2
  • 14
    • 0001915127 scopus 로고
    • A maximal inequality and dependent strong laws
    • McLeish, D. L., l975. A maximal inequality and dependent strong laws. Annals of Probability, 3: 829–839.
    • (1975) Annals of Probability , vol.3 , pp. 829-839
    • McLeish, D.L.1
  • 15
    • 0001057073 scopus 로고
    • Basic structure of the asymptotic theory in dynamic nonlinear econometric models, part 1: consistency and approximation concepts
    • Potscher, B. M., and Prucha, I. R., 1991. Basic structure of the asymptotic theory in dynamic nonlinear econometric models, part 1: consistency and approximation concepts. Econometric Reviews, 10: 125–216.
    • (1991) Econometric Reviews , vol.10 , pp. 125-216
    • Potscher, B.M.1    Prucha, I.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.