On the strong law of large numbers of multivariate martingales with random norming

Yan-Xia Lin

Stochastic Processes and their Applications, 1994, vol. 54, issue 2, 355-360

Abstract: One of the tasks in studies of stochastic regression models or multiparameter statistic inference problems is to find sufficient conditions for the strong law of large numbers for multivariate martingales with random norming. For that purpose, we give a weaker sufficient condition for the random norming cases by extending Kaufmann's result which is only suitable for nonrandom norming cases.

Keywords: Martingales; Strong; law; of; large; numbers; Predictable; processes; Quadratic; processes (search for similar items in EconPapers)
Date: 1994
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