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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 45, Fasc. 2,
pages 127 - 155
DOI: 10.37190/0208-4147.00229
Published online 9.10.2025
 

Complete f-moment convergence for m-WOD linear processes with random coefficients and its application

M. Wang
L. Chen
M. Yao
M. Wang
X. Wang

Abstract:

In this paper, we study complete f-moment convergence, complete s-th moment convergence and complete convergence for m-widely orthant dependent linear processes with random coefficients under some general conditions. The results presented extend and improve some known results. As an application, we present conclusions on complete f-moment consistency and complete consistency for a weighted estimator in a nonparametric regression model based on widely orthant dependent errors. Moreover, we perform a numerical simulation to verify the validity of the theoretical results.

2010 AMS Mathematics Subject Classification: Primary 60F15; Secondary 62G20.

Keywords and phrases: m-WOD random variables, complete f-moment convergence, linear processes, complete consistency, nonparametric regression model.

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