Complete moment convergence of moving-average processes under dependence assumptions
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References listed on IDEAS
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
KeywordsMoving-average process Negative association Complete moment convergence;
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