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Complete convergence of moving average processes under dependence assumptions

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  • Zhang, Li-Xin

Abstract

Let {Yi; -[infinity]

Suggested Citation

  • Zhang, Li-Xin, 1996. "Complete convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 165-170, October.
  • Handle: RePEc:eee:stapro:v:30:y:1996:i:2:p:165-170
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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. Shao, Qi-Man, 1993. "Almost sure invariance principles for mixing sequences of random variables," Stochastic Processes and their Applications, Elsevier, vol. 48(2), pages 319-334, November.
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    Cited by:

    1. Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu, 2015. "The Davis–Gut law for moving average processes," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 1-6.
    2. Sung, Soo Hak, 2009. "A note on the complete convergence of moving average processes," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1387-1390, June.
    3. 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.
    4. Yun-xia, Li & Li-xin, Zhang, 2004. "Complete moment convergence of moving-average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 191-197, December.
    5. 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.
    6. 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.
    7. Sung, Soo Hak, 1999. "Weak law of large numbers for arrays of random variables," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 293-298, April.
    8. Yun-Xia, Li, 2006. "Precise asymptotics in complete moment convergence of moving-average processes," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1305-1315, July.

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