Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation

Eckhard Liebscher

Stochastic Processes and their Applications, 1996, vol. 65, issue 1, 69-80

Abstract: In this paper we prove general statements on the strong convergence of sums of random variables belonging to a triangular array. We assume that this array satisfies an [alpha]-mixing condition. An inequality of Bernstein type is the crucial tool for the proofs. Moreover, some general results are applied to study the convergence of kernel density estimators.

Keywords: Strong convergence Triangular array; [alpha]-mixing; Kernel density estimators (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (16)

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