Strong Laws for Dependent Heterogeneous Processes
- 1 June 1991
- journal article
- research article
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 7 (2) , 213-221
- https://doi.org/10.1017/s0266466600004412
Abstract
This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are Lr mixingales for r > 1, strong mixing sequences, and near epoch dependent (NED) sequences. We provide the first strong law for Lr-bounded Lr mixingales and NED sequences for 1 > r > 2. The strong laws presented for α-mixing sequences are less restrictive than the laws of McLeish [8].Keywords
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