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Laws of Large Numbers for Dependent Heterogeneous Processes

Published online by Cambridge University Press:  11 February 2009

R.M. de Jong
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Abstract

This paper provides weak and strong laws of large numbers for weakly dependent heterogeneous random variables. The weak laws of large numbers presented extend known results to the case of trended random variables. The main feature of our strong law of large numbers for mixingale sequences is the less strict decay rate that is imposed on the mixingale numbers as compared to previous results.

Type
Research Article
Information
Econometric Theory , Volume 11 , Issue 2 , February 1995 , pp. 347 - 358
Copyright
Copyright © Cambridge University Press 1995

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References

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