Complete convergence for weighted sums of mixingale sequences and statistical applications
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DOI: 10.1080/03610926.2016.1242738
Abstract: ABSTRACT In this paper, the complete convergence of weighted sums of Lr-mixingale is established, from which the complete convergence of martingale differences is also derived. As statistical applications, non parametric regression model and simpler linear… read more here.
Keywords: convergence weighted; statistical applications; complete convergence; weighted sums ... See more keywords