中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Almost sure convergence of weighted sums

文献类型:期刊论文

作者Chen, XR; Zhu, LX; Fang, KT
刊名STATISTICA SINICA
出版日期1996-04-01
卷号6期号:2页码:499-507
关键词almost sure convergence linear regression consistency
ISSN号1017-0405
英文摘要Suppose that e(1),e(2),... are i.i.d. random variables with Ee(1) = 0 and E\e(1)\(tau) < infinity for some tau with 1 less than or equal to tau < 2. In this paper, we obtain sufficient conditions for almost sure convergence of the weighted sum Sigma(i=1)(n) a(i)e(i)/A(n) and derive that these conditions are necessary in some sense.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:A1996UK42000014
出版者STATISTICA SINICA
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/28766]  
专题中国科学院数学与系统科学研究院
作者单位1.CHINESE ACAD SCI,GRAD SCH,BEIJING 100039,PEOPLES R CHINA
2.HONG KONG BAPTIST UNIV,DEPT MATH,HONG KONG,HONG KONG
3.CHINESE ACAD SCI,PROBABIL LAB,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式
GB/T 7714
Chen, XR,Zhu, LX,Fang, KT. Almost sure convergence of weighted sums[J]. STATISTICA SINICA,1996,6(2):499-507.
APA Chen, XR,Zhu, LX,&Fang, KT.(1996).Almost sure convergence of weighted sums.STATISTICA SINICA,6(2),499-507.
MLA Chen, XR,et al."Almost sure convergence of weighted sums".STATISTICA SINICA 6.2(1996):499-507.

入库方式: OAI收割

来源:数学与系统科学研究院

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