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Convergence properties for randomly weighted sums of <italic>ρ</italic>-mixing sequences with related statistical applications.
- Source :
-
Communications in Statistics: Simulation & Computation . Dec2023, p1-25. 25p. 3 Illustrations, 2 Charts. - Publication Year :
- 2023
-
Abstract
- AbstractIn this paper, we investigate some convergence properties, such as complete convergence, complete moment convergence, complete <italic>f</italic>-moment convergence and strong law of large numbers, for partial sums of randomly weighted sums of ρ-mixing sequences by using the moment inequality, which extend and improve the corresponding ones in the literature. As applications, we obtain the complete consistency for the randomly weighted estimator in a nonparametric regression models and the estimators for the unknown parameters in the simple linear errors-in-variables regression models based on ρ-mixing errors. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610918
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 174597370
- Full Text :
- https://doi.org/10.1080/03610918.2023.2296848