Suppose that e1,e2,... are i.i.d. random variables with Ee1 = 0 and E|e1|r < ∞ for some r with 1 ≤ r < 2. In this paper, we obtain sufficient conditions for almost sure convergence of the weighted sum ∑i=1n a(i)ei/A(n) and derive that these conditions are necessary in some sense.
|Number of pages||9|
|Publication status||Published - Apr 1996|
Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Almost sure convergence
- Linear regression