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Complete moment convergence of moving average processes under [phi]-mixing assumptions

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  • Zhou, Xingcai

Abstract

Let {Yi:-[infinity]

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  • Zhou, Xingcai, 2010. "Complete moment convergence of moving average processes under [phi]-mixing assumptions," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 285-292, March.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:5-6:p:285-292
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Zhang, Li-Xin, 1996. "Complete convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 165-170, October.
    4. Kim, Tae-Sung & Ko, Mi-Hwa, 2008. "Complete moment convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 839-846, May.
    5. Chen, Pingyan & Hu, Tien-Chung & Volodin, Andrei, 2009. "Limiting behaviour of moving average processes under [phi]-mixing assumption," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 105-111, January.
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    1. Chen, Pingyan & Sung, Soo Hak, 2021. "On the Jajte strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 176(C).

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