The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models

R. Giuliano-Antonini and M. Weber

Statistics & Probability Letters, 2008, vol. 78, issue 5, 564-575

Abstract: We prove a weighted Almost Sure Limit Theorem in the setting of random iterative models. This theorem generalizes previous results obtained for sequences of normalized partial sums and some other classes of random sequences.

Keywords: [theta]-dependence; coefficient; Almost; Sure; Limit; Theorem; Random; iterative; model; Lipschitzian; model; Autoregressive; model; Quasi-orthogonal; system (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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