IDEAS home Printed from https://ideas.repec.org/a/hin/jnlaaa/572493.html
   My bibliography  Save this article

Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences

Author

Listed:
  • Xuejun Wang
  • Shuhe Hu
  • Wenzhi Yang
  • Xinghui Wang

Abstract

We study the complete convergence and complete moment convergence for martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence. As a result, the Marcinkiewicz-Zygmund strong law of large numbers for martingale difference sequence is obtained. Our results generalize the corresponding ones of Stoica (2007, 2011).

Suggested Citation

  • Xuejun Wang & Shuhe Hu & Wenzhi Yang & Xinghui Wang, 2012. "Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences," Abstract and Applied Analysis, Hindawi, vol. 2012, pages 1-13, July.
    • Handle: RePEc:hin:jnlaaa:572493
    DOI: 10.1155/2012/572493
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/AAA/2012/572493.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/AAA/2012/572493.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2012/572493?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Aiting Shen, 2019. "Asymptotic properties of LS estimators in the errors-in-variables model with MD errors," Statistical Papers, Springer, vol. 60(4), pages 1193-1206, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlaaa:572493. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.