Strong Laws for Dependent Heterogeneous Processes

Bruce Hansen ()

Econometric Theory, 1991, vol. 7, issue 2, 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 α-mixing sequences are less restrictive than the laws of McLeish [8].

Date: 1991
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