On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
AbstractWe obtain complete convergence results for arrays of rowwise independent Banach space valued random elements. In the main result no assumptions are made concerning the geometry of the underlying Banach space. As corollaries we obtain a result on complete convergence in stable type p Banach spaces and on the complete convergence of moving average processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 58 (2002)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Burton, Robert M. & Dehling, Herold, 1990. "Large deviations for some weakly dependent random processes," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 397-401, May.
- Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen, 1992. "Complete convergence of moving average processes," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 111-114, May.
- Kuczmaszewska, Anna, 2007. "On complete convergence for arrays of rowwise dependent random variables," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1050-1060, June.
- Tómács, Tibor, 2005. "Convergence rates in the law of large numbers for arrays of Banach space valued random elements," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 59-69, April.
- Berkes, István & Weber, Michel, 2007. "On complete convergence of triangular arrays of independent random variables," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 952-963, June.
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