Complete moment convergence of moving-average processes under dependence assumptions
AbstractIn this paper, we discuss moving-average process , where is a doubly infinite sequence of identically distributed negatively associated random variables with zero means and finite variances, and is an absolutely summable sequence of real numbers. We prove the complete moment convergence of under some suitable conditions.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 70 (2004)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- 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.
- Zhang, Li-Xin, 1996. "Complete convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 165-170, October.
- Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
- 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.
- Kuczmaszewska, Anna, 2009. "On complete convergence for arrays of rowwise negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 116-124, January.
- Qiu, Dehua & Chen, Pingyan, 2014. "Complete moment convergence for i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 76-82.
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