On the strong law of large numbers of multivariate martingales with random norming

One of the tasks in studies of stochastic regression models or multiparameter statistic inference problems is to find sufficient conditions for the strong law of large numbers for multivariate martingales with random norming. For that purpose, we give a weaker sufficient condition for the random norming cases by extending Kaufmann's result which is only suitable for nonrandom norming cases.

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Year of publication:	1994
Authors:	Lin, Yan-Xia
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 54.1994, 2, p. 355-360
Publisher:	Elsevier
Keywords:	Martingales Strong law of large numbers Predictable processes Quadratic processes

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

Persistent link: https://www.econbiz.de/10008874986