Strong convergence for weighted sums of (α, β)-mixing random variables and application to simple linear EV regression model

Abstract

In this article, the complete convergence and the Kolmogorov strong law of large numbers for weighted sums of (α,β)\left(\alpha ,\beta )-mixing random variables are presented. An application to simple linear errors-in-variables model is provided. Simulation studies are also carried out to support the theoretical results.

Keywords

• (α, β)-mixing random variables
• complete convergence
• strong law of large numbers
• simple linear errors-in-variables model
• 60f15
• 62g05