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Strong Laws for Dependent HeterogeneousProcesses

Published online by Cambridge University Press:  11 February 2009

Bruce E. Hansen
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Abstract

This paper presents maximal inequalities and strong lawof large numbers for weakly dependent heterogeneousrandom variables. Specifically considered areLr mixingales forr > 1, strong mixingsequences, and near epoch dependent (NED) sequences.We provide the first strong law forLr-boundedLr mixingales and NEDsequences for 1 > r > 2. The strong lawspresented for α-mixing sequences are lessrestrictive than the laws of McLeish [8].

Information

Type
Research Article
Information
Econometric Theory , Volume 7 , Issue 2 , June 1991 , pp. 213 - 221
Copyright
Copyright © Cambridge University Press 1991

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References

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