Complete moment convergence for i.i.d. random variables

In the paper, the complete moment convergence is obtained for i.i.d. random variables such that all moments exist, but the moment generating function does not exist. The main results extend the related known works due to Gut and Stadtmüller.

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Year of publication:	2014
Authors:	Qiu, Dehua ; Chen, Pingyan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 76-82
Publisher:	Elsevier
Subject:	Sums of i.i.d. random variables \| Complete convergence \| Complete moment convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011040057