Re: Mean Square Convergence: A Necessary Condition?

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#552

From: Michi Hauser
Date: Fri, 06 Nov 1992 18:49

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-- 
Michael Hauser

University of Economics and Business Adminstration
Department for Applied Statistics and Data Processing
Augasse 2-6, 1090 Vienna, Austria

Tel. *43/1/31336 4759
email: hauser@wu-wien.ac.at

Spanos,A.(1986): Statistical foundations of econometric 
modelling, Cambridge Univ. press, p.190, 
Chp. Introduction to asymptotic theory :

If X_n converges in the r-th mean to X for some r>=1 then 
X_n converges in the l-th mean to X for 0<l<r. 

Your r=2 and l=1 .


Best wishes Michael

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From: hauser@statrix2.wu-wien.ac.at (Michi Hauser)
Newsgroups: sci.math.stat
Subject: Re: Mean Square Convergence: A Necessary Condition?
Date: 6 Nov 1992 18:49:56 GMT
Organization: University of Economics and Business Administration Vienna
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