A strong law of large numbers for triangular mixingale arrays

Robert de Jong

Statistics & Probability Letters, 1996, vol. 27, issue 1, 1-9

Abstract: In this paper a strong law of large numbers for triangular mixingale arrays is proven. The mixingale condition is one of asymptotically weak dependence. A strong law of large numbers for triangular mixingale arrays has not been established previously in the literature. The result is applied to kernel regression function estimation.

Keywords: Strong; law; of; large; numbers; Mixingale; sequence; Law; of; large; numbers; Triangular; array; Dependent; random; variables; Kernel; regression (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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