Chapter 4 Flashcards by M d Heijer | Brainscape

Q

What are four forms of limited dependence? What is it required for?

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Q

What is the definition of sure convergence?

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Q

What is the definition of almost sure convergence?

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Q

What is the definition of convergence in probability?

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Q

What is the definition of convergence in distribution?

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Q

What is the definition of exponential almost sure convergence?

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Q

How are the four different types of convergence related?

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Q

What is Slutsk’s Thm.?

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Q

What are the definitions of weak and strong stationarity?

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Q

What is the definition of ergodicity?

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Q

What is the main implication of ergodicity?

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Q

What implies that ergodicity is a form of fading memory?

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Q

What is the Ergodic Theorem?

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Q

What is the definition of a Markov dynamical system?

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Q

How can AR(p) models fulfill the definition of a Markov dynamical system?

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Q

What is Bougerol’s Theorem?

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Q

What are the eight forms of fading memory and limited dependence?

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Q

Are Martingale sequences correlated? Why?

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Q

What is strong LLN for Martindale Sequences?

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Q

What is the LLN for White Noise sequences? (Normal and strong)

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Q

What is m-dependence? What is the LLN and CLT for m-dependence?

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Q

Why are bounded moments important? Which moments are important?

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Q

What is the uniform contraction theorem?

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Q

What is the power n contraction theorem?

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Q

What is Loeve’s inequality?

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Q

What is the generalized Holders inequality?

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Q

What is the Mean Value Theorem?

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Q

What is product e.a.s. convergence theorem?

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Q

What is Krengel’s theorem?

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