Complete convergence for weighted sums of mixingale sequences and statistical applications

Lin Zhang, Yu Miao, Jianyong Mu and Jie Xu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 21, 10692-10701

Abstract: In this paper, the complete convergence of weighted sums of Lr-mixingale is established, from which the complete convergence of martingale differences is also derived. As statistical applications, non parametric regression model and simpler linear errors-in-variables model with mixingale errors are discussed.

Date: 2017
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DOI: 10.1080/03610926.2016.1242738

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