部分和线性负象限相关随机变量的概率尾及其在线性模型中的应用

Zoubeyr Kaddour, Abderrahmane Belguerna, S. Benaissa
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引用次数: 0

摘要

本文建立了行线性负象限相关随机变量阵列(LNQD,简称LNQD)的一个新的集中不等式和加权和的完全收敛性,得到了具有同分布LNQD创新项的一阶自回归过程的完全收敛性的一个结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Probability tail for linearly negative quadrant dependent random variables of partial sums and application to linear model
In this paper, we establish a new concentration inequality and complete convergence of weighted sums for arrays of rowwise linearly negative quadrant dependent (LNQD, in short) random variables and obtain a result dealing with complete convergence of first-order autoregressive processes with identically distributed LNQD innovations.
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