Cover Image

Laws of Large Numbers for Dependent Heterogeneous Processes

This paper provides weak and strong laws of large numbers for weakly dependent heterogeneous random variables. The weak laws of large numbers presented extend known results to the case of trended random variables. The main feature of our strong law of large numbers for mixingale sequences is the less strict decay rate that is imposed on the mixingale numbers as compared to previous results.
Year of publication:
1995
Authors: de Jong, R.M.
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 11.1995, 02, p. 347-358
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Type of publication: Article
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005411983
Similar items by person