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Status已发表Published
TitleAlmost sure convergence of weighted sums
Creator
Date Issued1996
Source PublicationStatistica Sinica
ISSN1017-0405
Volume6Issue:2Pages:499-507
Abstract

Suppose that e1,e2,... are i.i.d. random variables with Ee1 = 0 and E|e1|r < ∞ for some r with 1 ≤ r < 2. In this paper, we obtain sufficient conditions for almost sure convergence of the weighted sum ∑i=1n a(i)ei/A(n) and derive that these conditions are necessary in some sense.

KeywordAlmost sure convergence Consistency Linear regression
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:A1996UK42000014
Scopus ID2-s2.0-21344435912
Citation statistics
Cited Times:11[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/2519
CollectionResearch outside affiliated institution
Affiliation
1.Graduate School of Chinese Academy of Sciences, Beijing
2.Probability Laboratory, Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing
3.Department of Mathematics, Hong Kong Baptist University, Hong Kong
4.Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing
Recommended Citation
GB/T 7714
Chen, Xiru,Zhu, Lixing,Fang, Kaitai. Almost sure convergence of weighted sums[J]. Statistica Sinica, 1996, 6(2): 499-507.
APA Chen, Xiru, Zhu, Lixing, & Fang, Kaitai. (1996). Almost sure convergence of weighted sums. Statistica Sinica, 6(2), 499-507.
MLA Chen, Xiru,et al."Almost sure convergence of weighted sums". Statistica Sinica 6.2(1996): 499-507.
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