=+(ii) Suppose that E(|W0| q) < for some q > 4. Use the above ergodic theorem

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=+(ii) Suppose that E(|W0|

q) < ∞ for some q > 4. Use the above ergodic theorem and the facts in (i) to argue that lim sup

|n|→∞

|n|

¯≤n

|Wt|

4p < ∞ a.s.

for some p > 1.

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Large Sample Techniques For Statistics

ISBN: 9781441968265

1st Edition

Authors: Jiming Jiang

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Question Posted: Oct 31, 2024 09:01 AM

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=+(ii) Suppose that E(|W0| q) < for some q > 4. Use the above ergodic theorem

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Large Sample Techniques For Statistics

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