Complete convergence for weighted sums of mixingale sequences and statistical applications |
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| Authors: | Lin Zhang Jianyong Mu Jie Xu |
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| Affiliation: | College of Mathematics and Information Science, Henan Normal University, Henan Province, China |
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| Abstract: | In this paper, the complete convergence of weighted sums of Lr-mixingale is established, from which the complete convergence of martingale differences is also derived. As statistical applications, non parametric regression model and simpler linear errors-in-variables model with mixingale errors are discussed. |
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| Keywords: | Complete convergence martingale difference mixingale non parametric regression model simpler linear EV model. |
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