Document details

A note on convergence rates in the strong law of large numbers for associated s...

Author(s): Azevedo, Cecília Maria cv logo 1

Date: 2008

Persistent ID: http://hdl.handle.net/1822/9431

Origin: RepositóriUM - Universidade do Minho

Subject(s): Association; Convergence rates; Kernel estimation


Description
Let $X_n,\,n\in \N$, be a strictly stationary sequence of centered and associated real random variables. Sufficient conditions for the strong law of large numbers to hold are known, but no rates of convergence where given. We derive an upper bound for this convergence rate. This rate is made explicit for geometrically decreasing covariances.
Document Type Conference Object
Language English
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