Laws of Large Numbers for Dependent Heterogeneous Processes
Robert de Jong
Econometric Theory, 1995, vol. 11, issue 02, 347-358
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.
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