Weak law of large numbers for linear processes
Probability
2016-09-07 v1
Abstract
We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process defined by for , where and are independent and identically distributed random variables such that as with and . We use an abstract norming sequence that does not grow faster than if . If , the abstract norming sequence might grow faster than as we illustrate with an example. Also, we investigate the rate of convergence in the Marcinkiewicz-Zygmund type weak law of large numbers for the linear process.
Keywords
Cite
@article{arxiv.1602.00461,
title = {Weak law of large numbers for linear processes},
author = {Vaidotas Characiejus and Alfredas Račkauskas},
journal= {arXiv preprint arXiv:1602.00461},
year = {2016}
}
Comments
17 pages