Complete Convergence of Weighted Sums of Martingale Differences and Statistical Applications

被引：0
|
作者：
Yu Miao
Mengying Shao
机构：
[1] Henan Normal University,College of Mathematics and Information Science
[2] Henan Normal University,Henan Engineering Laboratory for Big Data Statistical Analysis and Optimal Control
[3] Henan Normal University,College of Mathematics and Information Science
来源：
Bulletin of the Malaysian Mathematical Sciences Society | 2023年 / 46卷
关键词：
Complete convergence; Martingale difference; Errors-in-variables regression model; Least square estimator; Regression function estimator; Regression model; Strong consistency; 60F15; 60G42; 62G05; 62F12; 62J05;
D O I：
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中图分类号：
学科分类号：
摘要：
In this paper, we establish the complete convergence of the weighted sums for martingale differences, which is the interesting supplements for some known results. As statistical applications, when errors are martingale differences, the least square estimator in the errors-in-variables regression model and the regression function estimator in nonparametric regression model are studied and their strong consistency is obtained.
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