Asymptotic results for FGM random sequences

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Serval ID
serval:BIB_6CE1BD82E4C3
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Asymptotic results for FGM random sequences
Journal
Statistics & Probability Letters
Author(s)
Hashorva E.
ISSN
0167-7152
Publication state
Published
Issued date
2001
Peer-reviewed
Oui
Volume
54
Number
4
Pages
417-425
Language
english
Abstract
Let {X-n, n greater than or equal to 1} be a centered FGM random sequence and put (X) over bar (n) = Sigma (n)(t-1) X-t/n, M-n = max(1 less than or equal toi less than or equal ton)X(i), n is an element of N. Motivated by the dependence structure of FGM distributions (see, e.g. Johnson and Kotz, Comm. Statist. 4 (1977) 415) we derive almost sure and max-limit almost sure convergence for (X) over bar (n) and M-n, respectively.
Keywords
Farlie-Gumbel-Morgenstern distribution, Farlie-Gumbel-Morgenstern random sequences, Almost sure convergence, Max-limit almost sure convergence
DOI
10.1016/S0167-7152(01)00120-1
Web of science
000171389800011
Create date
03/09/2010 11:24
Last modification date
20/08/2019 14:26
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