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Laws of Large Numbers for DependentHeterogeneous Processes

Published online by Cambridge University Press:  11 February 2009

R.M. de Jong
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Abstract

This paper provides weak and strong laws of largenumbers for weakly dependent heterogeneous randomvariables. The weak laws of large numbers presentedextend known results to the case of trended randomvariables. The main feature of our strong law oflarge numbers for mixingale sequences is the lessstrict decay rate that is imposed on the mixingalenumbers as compared to previous results.

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Type
Research Article
Information
Econometric Theory , Volume 11 , Issue 2 , February 1995, pp. 347 - 358
Copyright
Copyright © Cambridge University Press 1995

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References

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