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Convergence of asymptotically negatively associated random variables with random coefficients.

Authors :
Meng, Bing
Wu, Qunying
Source :
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 8, p2961-2976. 16p.
Publication Year :
2024

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
8
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
175723123
Full Text :
https://doi.org/10.1080/03610926.2022.2150058