کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129685 1489852 2017 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
چکیده انگلیسی

In this paper, some results on the complete moment convergence for weighted sums of weakly dependent (or ρ∗-mixing) random variables are established. The results obtained in this paper improve and extend the corresponding one of Sung (2010). As an application of the main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model based on ρ∗-mixing errors.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 127, August 2017, Pages 56-66
نویسندگان
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