φ-混合、α-混合序列和的强大数律

A Law of Large Numbers for the Sum of φ-mixing and α-mixing Random Variable Sequences

本文利用φ-混合、α-混合序列的Bcrnstcin不等式,获得的强大数律,并将此结果应用于线性模型参数β的估计问题中,得出β的最小二乘估计β_L的强相合性。

We use Bernstein's inequalities for -mixing and a-mixing ramdom variable sequences, obtain a strong law oflarge numbers for the sum of -mixing and α-mixing random variable sequences {Xn}. Using the results, We get the strong consistency of the least square etimates βn in linear regression models.