Weighted sums of strongly mixing random variables with an application to nonparametric regression

Le Van Thanh and G. Yin

Statistics & Probability Letters, 2015, vol. 105, issue C, 195-202

Abstract: This note establishes complete convergence for weighted sums of strongly mixing random variables. The result obtained is sharp. If the condition is relaxed slightly, the desired complete convergence does not hold, which is illustrated by two examples. An application of the main result to nonparametric regression is also considered.

Keywords: Complete convergence; Strongly mixing process; Limit theorem; Weighted sum; Nonparametric regression (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.05.022

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