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Conditional moments and linear regression for stable random variables

โœ Scribed by Gennady Samorodnitsky; Murad S. Taqqu


Book ID
107950387
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
890 KB
Volume
39
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES


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โœ M.P Mignolet; C.C Lin ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 39 KB

The right-hand-sides of Eqs. ( ), ( ) (of both equalities), Eqs. ( ), (28) (only of the rightmost equality), Eq. ( ) (only of the first two equalities), Eqs. (51a), ( ) and ( ) should be divided by the probability P defined by Eq. ( ). Finally, the third equality of Eq. ( ) should read: 1 P

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We prove a Baum-Katz law for partial sums of i.i.d, random variables under moment conditions slightly below the existence of the moment generating function. This particularly sheds some additional light on a strong law of large numbers recently established by the author. (~