An L1-Convergence Theorem for Heterogeneous Mixingale Arrays with Trending Moments (Now published in Statistics & Probability Letters 16 (1993), pp.301-304.)

This paper gives a generalization of an L1-convergence theorem for dependent processes due to Andrews (1988). Among the cases covered by this result are weak laws of large numbers of random sequences {X1} having moments tending to either infinity or zero as t ? ?.

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Year of publication:	1992
Authors:	Davidson, James
Institutions:	Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Subject:	L1-convergence theorem \| heterogeneous mixingale arrays \| weak laws of large numbers \| random sequences \| trending moments

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Series:	STICERD - Econometrics Paper Series.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010720242