Chapter

Convergence in L <sub>p</sub> Norm

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI: http://dx.doi.org/10.1093/0198774036.003.0019

Series: Advanced Texts in Econometrics

 Convergence in L p Norm

More Like This

Show all results sharing this subject:

  • Econometrics and Mathematical Economics

GO

Show Summary Details

Preview

This chapter looks in detail at proofs of the weak law of large numbers (convergence in probability) using the technique of establishing convergence in LP ‐norm. The extension to a proof of almost‐sure convergence is given, and then special results for martingale differences, mixingales, and approximable processes. These results are proved in array notation to allow very general forms of heterogeneity.

Keywords: approximable processes; convergence in LP‐norm; martingale differences; method of subsequences; mixingales; strong law of large numbers; weak law of large numbers

Chapter.  7291 words. 

Subjects: Econometrics and Mathematical Economics

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.