Davidson, James; Jong, Robert de - In: Econometric Reviews 16 (1997) 3, pp. 251-279
This paper surveys recent developments in the strong law of large numbers for dependent heterogeneous processes. We prove a generalised version of a recent strong law for Lz-mixingales, and also a new strong law for Lpmixingales. These results greatly relax the dependence and heterogeneity...