Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables.
Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. These not only generalize the result of Bai and Cheng (2000, Statist Probab Lett 46: 105-112) to rho*-mixing sequences of random variables, but also improve them.
Cai
Guang-Hui
GH
Department of Mathematics and Statistics, Zhejiang Gongshang University, Hangzhou, PR China. cghzju@163.com