Publicação
A note on convergence rates in the strong law of large numbers for associated sequences
| Resumo: | Let $X_n,\,n\in \N$, be a strictly stationary sequence of centered and associated real random variables. Sufficient conditions for the strong law of large numbers to hold are known, but no rates of convergence where given. We derive an upper bound for this convergence rate. This rate is made explicit for geometrically decreasing covariances. |
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| Autores principais: | Azevedo, Cecília Maria |
| Assunto: | Association Convergence rates Kernel estimation |
| Ano: | 2008 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | Let $X_n,\,n\in \N$, be a strictly stationary sequence of centered and associated real random variables. Sufficient conditions for the strong law of large numbers to hold are known, but no rates of convergence where given. We derive an upper bound for this convergence rate. This rate is made explicit for geometrically decreasing covariances. |
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