COMPLETE MOMENT CONVERGENCE FOR (α, β)-MIXING RANDOM VARIABLES AND ITS APPLICATION

被引：1

作者：

Hao, Jiangfeng ^{[1
]}

Chen, Kan ^{[1
]}

机构：

[1] Chaohu Univ, Sch Math & Stat, Hefei 238000, Peoples R China

来源：

JOURNAL OF MATHEMATICAL INEQUALITIES | 2020年 / 14卷 / 03期

关键词：

(alpha; beta)-mixing random variables; complete moment convergence; P-C estimator; nonparametric regression model; complete consistency; WEIGHTED SUMS; INTEGRAL-CONVERGENCE; RATES;

D O I：

10.7153/jmi-2020-14-60

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the complete moment convergence for weighted sums of (alpha, beta)-mixing random variables is investigated. The result improves and extends the corresponding one of Wu et al. (2017). As a corollary, the complete convergence for weighted sums of (alpha, beta)-mixing random variables is obtained, which is applied to establish the complete consistency for the P-C estimator in a nonparametric regression model.

引用

页码：923 / 938

页数：16

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