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Complete convergence for [alpha]-mixing sequences

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  • Shao, Qi-Man

Abstract

In this note we estimate the convergence rate of strong law for [alpha]-mixing sequences under the nearly best possible condition on the mixing rate.

Suggested Citation

  • Shao, Qi-Man, 1993. "Complete convergence for [alpha]-mixing sequences," Statistics & Probability Letters, Elsevier, vol. 16(4), pages 279-287, March.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:4:p:279-287
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    Cited by:

    1. Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
    2. Ai-Ai Liu & Han-Ying Liang, 2017. "Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models," Statistical Papers, Springer, vol. 58(1), pages 95-122, March.

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