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Strong Laws for Dependent Heterogeneous Processes

Published online by Cambridge University Press:  11 February 2009

Bruce E. Hansen
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Abstract

This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are Lr mixingales for r > 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for Lr-bounded Lr mixingales and NED sequences for 1 > r > 2. The strong laws presented for α-mixing sequences are less restrictive than the laws of McLeish [8].

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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