Cesaro uniform integrability and Lp-convergence

Bose, Arup ; Chandra, Tapas K. (1993) Cesaro uniform integrability and Lp-convergence Sankhya - Series A, 55 . pp. 12-28. ISSN 0581-572X

[img]
Preview
PDF - Publisher Version
553kB

Official URL: http://www.stat.purdue.edu/research/technical_repo...

Abstract

We show how a new condition, called Cesaro uniform integrability, introduced by Chandra (1989) can be used in many cases to prove Lp convergence of n-1/PSn where Sn = Σn i=1Xi.

Item Type:Article
Source:Copyright of this article belongs to Indian Statistical Institute.
Keywords:Cesaro Uniform Integrability; Lp-convergence; Martingale Differences; Lp-mixingale Differences; Autoregressive Process; Moving Average Process
ID Code:93960
Deposited On:30 Jun 2012 12:56
Last Modified:19 May 2016 06:53

Repository Staff Only: item control page