Advances and Applications in Statistics
Volume 10, Issue 1, Pages 149 - 154
(October 2008)
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ON ALMOST SURE LIMIT THEOREM AND STRONG LAW OF LARGE NUMBERS FOR SQUARES SEQUENCE FROM ARCH(1)
Yang Shi (P. R. China), Zhiqiang Zhang (P. R. China) and Riquan Zhang (P. R. China)
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Abstract: In
this paper, we prove an almost sure limit theorem and give the rate
of convergence in the strong law of large numbers for the squares
sequence from ARCH(1) under some mild conditions. |
Keywords and phrases: ARCH, almost sure limit theorem, rate of convergence, strong law of large numbers, positive quadrant dependence. |
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