Convergence of asymptotically negatively associated random variables with random coefficients

Bing Meng and Qunying Wu

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 8, 2961-2976

Abstract: In this work, by using Marcinkiewicz-Zygmund type moment inequality of asymptotically negatively associated (ANA, in short) sequences, the strong law of large numbers of linear processes with random coefficients generated by ANA sequences is studied. The obtained results extend the convergence of linear processes with constant coefficients to the case of random coefficients.

Date: 2024
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DOI: 10.1080/03610926.2022.2150058

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