We prove the equivalence of the almost sure and complete convergence of a particular weighted sum of independent, identically distributed random variables investigated by [Chow]. Limiting behavior of weighted sums of independent random variables. Ann. Probab. 1, 810-824.

We consider the robust estimation of regression parameters in linear models with long memory and heavy-tailed errors. Asymptotic Bahadur-type representations of robust estimates are developed and their limiting distributions are obtained. It is shown that the limiting distributions are very...