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Econometrics Paper
An L1-Convergence Theorem for Heterogeneous Mixingale Arrays with Trending Moments (Now published in Statistics & Probability Letters 16 (1993), pp.301-304.)
James Davidson  1992
Paper No' EM/1992/242:

Tags: l1-convergence theorem; heterogeneous mixingale arrays; weak laws of large numbers; random sequences; trending moments.

This paper gives a generalization of an L1-convergence theorem for dependent processes due to Andrews (1988). Among the cases covered by this result are weak laws of large numbers of random sequences {X1} having moments tending to either infinity or zero as t ? ?.