Strong law of large numbers for pairwise positive quadrant dependent random variables
| Year of publication: |
2009
|
|---|---|
| Authors: | Sancetta, Alessio |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 1, p. 55-64
|
| Publisher: |
Springer |
| Subject: | Associated random variables | Markov chain | Positive quadrant dependence | Rate of convergence | Stochastic equicontinuity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184585