Convergence rates in the law of large numbers for END linear processes with random coefficients

S. Mohammad Hosseini and Ahmad Nezakati

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 1, 88-98

Abstract: In this paper, we consider convergence rates in the Marcinkiewicz–Zygmund law of the large numbers for the END linear processes with random coefficients. We extend some results of Baum and Katz (1965) to the case of dependent linear processes with the random coefficients.

Date: 2020
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DOI: 10.1080/03610926.2018.1530790

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