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Refined Baum–Katz laws for weighted sums of iid random variables

✍ Scribed by H. Lanzinger; U. Stadtmüller


Book ID
108267199
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
250 KB
Volume
69
Category
Article
ISSN
0167-7152

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Strong laws for weighted sums of i.i.d.
✍ Soo Hak Sung 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 87 KB

Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.