论文信息 - On the Almost Sure Convergence of Series of Stationary and Related Nonstationary Variables

On the Almost Sure Convergence of Series of Stationary and Related Nonstationary Variables

Let {X n } be, for example, a weakly stationary sequence or a lacunary system with finite pth moment, 1 ≤ p ≤ 2, and let {a n } be a sequence of scalars. We obtain here conditions which ensure the almost sure convergence of the series Σa n X n . When {X n } is an orthonormal sequence, the classical Rademacher-Menchov theorem is recovered. This is then applied to study the strong consistency of least squares estimates in multiple regression models.

Christian Houdré | C. Houdré

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