Abstract:
New, less restrictive sufficient conditions are proposed for a wide sense stationary process to satisfy the strong law of large numbers. A countvexample is constructed.
Citation:
V. F. Gaposhkin, “On the Strong Law of Large Numbers for Second Order Stationary Processes and Sequences”, Teor. Veroyatnost. i Primenen., 18:2 (1973), 388–392; Theory Probab. Appl., 18:2 (1973), 372–375
\Bibitem{Gap73}
\by V.~F.~Gaposhkin
\paper On the Strong Law of Large Numbers for Second Order Stationary Processes and Sequences
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 2
\pages 388--392
\mathnet{http://mi.mathnet.ru/tvp4303}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=321166}
\zmath{https://zbmath.org/?q=an:0307.60029}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 2
\pages 372--375
\crossref{https://doi.org/10.1137/1118044}
Linking options:
https://www.mathnet.ru/eng/tvp4303
https://www.mathnet.ru/eng/tvp/v18/i2/p388
This publication is cited in the following 8 articles:
Yong Chen, Ying Li, Li Tian, “Moment estimator for an AR(1) model driven by a long memory Gaussian noise”, Journal of Statistical Planning and Inference, 222 (2023), 94
Cohen G., Lin M., “The One-sided Ergodic Hilbert Transform of Normal Contractions”, Characteristic Functions, Scattering Functions and Transfer Functions: the Moshe Livsic Memorial Volume, Operator Theory Advances and Applications, 197, 2010, 77–98
Guy Cohen, Michael Lin, Characteristic Functions, Scattering Functions and Transfer Functions, 2009, 77
N. Etemadi, M. Kaminski, “Strong law of large numbers for 2-exchangeable random variables”, Statistics & Probability Letters, 28:3 (1996), 245
Arkady Tempelman, Ergodic Theorems for Group Actions, 1992, 207
V. F. Gaposhkin, “Connection of the Discrete Time Ergodic Stationary Process with the Quantizied Process”, Theory Probab. Appl., 33:2 (1988), 377–381
V. F. Gapoškin, “Criteria of the strong law of large numbers for some classes of stationary processes and homogeneous random fields”, Theory Probab. Appl., 22:2 (1978), 286–310
V. F. Gaposhkin, “Convergence of series connected with stationary sequences”, Math. USSR-Izv., 9:6 (1975), 1297–1321