Chapter 4 Flashcards
What are four forms of limited dependence? What is it required for?
What is the definition of sure convergence?
What is the definition of almost sure convergence?
What is the definition of convergence in probability?
What is the definition of convergence in distribution?
What is the definition of exponential almost sure convergence?
How are the four different types of convergence related?
What is Slutsk’s Thm.?
What are the definitions of weak and strong stationarity?
What is the definition of ergodicity?
What is the main implication of ergodicity?
What implies that ergodicity is a form of fading memory?
What is the Ergodic Theorem?
What is the definition of a Markov dynamical system?
How can AR(p) models fulfill the definition of a Markov dynamical system?
What is Bougerol’s Theorem?
What are the eight forms of fading memory and limited dependence?
Are Martingale sequences correlated? Why?
What is strong LLN for Martindale Sequences?
What is the LLN for White Noise sequences? (Normal and strong)
What is m-dependence? What is the LLN and CLT for m-dependence?
Why are bounded moments important? Which moments are important?
What is the uniform contraction theorem?
What is the power n contraction theorem?
What is Loeve’s inequality?
What is the generalized Holders inequality?
What is the Mean Value Theorem?
What is product e.a.s. convergence theorem?
What is Krengel’s theorem?
