Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences
نویسندگان
چکیده
منابع مشابه
A strong law of large numbers for martingale arrays
Abstract: We prove a martingale triangular array generalization of the Chow-BirnbaumMarshall’s inequality. The result is used to derive a strong law of large numbers for martingale triangular arrays whose rows are asymptotically stable in a certain sense. To illustrate, we derive a simple proof, based on martingale arguments, of the consistency of kernel regression with dependent data. Another ...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2012
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2012/572493