Limiting behavior of weighted sums of i.i.d. random variables

By Pingyan Chen, Shixin Gan. 2007

56 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a1c6b97975a5bbf8340732e2bb3b1ad7289dae65

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Soo Hak Sung
2. Pingyan Chen

In Management Science and Operations Research

1. Soo Hak Sung
2. Pingyan Chen
3. Aiting Shen

Citations in the corpus

• On the strong convergence for weighted sums of random variables (2011, unknown): “Bai and Cheng 2000; Cai 2008; Chen and Gan 2007; Cuzick 1995; Sung 2001; Wu 1999).”
• Strong laws for weighted sums of $$\psi $$ψ-mixing random variables and applications in errors-in-variables regression models (2017, background): “The second one extends and generalizes those of Choi and Sung (1987) and Cuzick (1995) from independent case to ψ-mixing.”