On almost sure convergence for sums of stochastic sequence

Zhong-zhi Wang, Yun Dong and Fangqing Ding

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 14, 3609-3621

Abstract: In this work we discuss almost sure convergence for sums of arbitrarily dependent stochastic sequence under different conditions of Chung’s type. Our approach is based on the stopping time technique and the theorem of convergence for martingale difference sequence. Meanwhile, the results here include some relevant classical conclusions.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1478102 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:14:p:3609-3621

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1478102

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().