The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models
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- Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
- Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
- Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
- Dedecker, Jérôme & Doukhan, Paul, 2003. "A new covariance inequality and applications," Stochastic Processes and their Applications, Elsevier, vol. 106(1), pages 63-80, July.
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- Giuliano, Rita & Szewczak, Zbigniew S., 2014. "A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law," Stochastic Processes and their Applications, Elsevier, vol. 124(4), pages 1612-1626.
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Keywords
[theta]-dependence coefficient Almost Sure Limit Theorem Random iterative model Lipschitzian model Autoregressive model Quasi-orthogonal system;Statistics
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