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
收藏
页码：923 / 938
页数：16
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