Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

IRTG1792DP2018 042

On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its Applications

Ji Gao YAN


Abstract
In this paper, the complete convergence for maximal weighted sums of extended negatively
dependent (END, for short) random variables is investigated. Some sucient conditions
for the complete convergence and some applications to a nonparametric model are provided. The
results obtained in the paper generalise and improve the corresponding ones of Wang el al. (2014b)
and Shen, Xue, and Wang (2017).

Keywords:
Complete convergence; Maximal weighted sums; Extended negatively dependent.

JEL Classification:
C00

MSC(2010) Subject Classification:
60F15