Strong convergence for weighted sums of (α, β)-mixing random variables and application to simple linear EV regression model

Abstract

In this article, the complete convergence and the Kolmogorov strong law of large numbers for weighted sums of ( α , β ) \left(\alpha ,\beta ) -mixing random variables are presented. An application to simple linear errors-in-variables model is provided. Simulation studies are also carried out to support the theoretical results.