Strong Laws for Dependent Heterogeneous Processes

Bruce E. Hansen ()

Econometric Theory, 1991, vol. 7, issue 02, pages 213-221

Abstract: This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are Lr mixingales for r 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for Lr-bounded Lr mixingales and NED sequences for 1 r 2. The strong laws presented for -mixing sequences are less restrictive than the laws of McLeish [8].

Date: 1991
View citations in EconPapers

Downloads: (external link)
http://journals.cambridge.org/abstract_S0266466600004412 link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:7:y:1991:i:02:p:213-221_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press
Address: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Series data maintained by Mike Eden ().