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Complete moment convergence of moving-average process generated by a class of random variables

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Listed:
  • Yang Ding
  • Xuefei Tang
  • Hui Wang
  • Xuejun Wang

Abstract

In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015). The results obtained in this article generalize some corresponding ones for some dependent sequences.

Suggested Citation

  • Yang Ding & Xuefei Tang & Hui Wang & Xuejun Wang, 2017. "Complete moment convergence of moving-average process generated by a class of random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(22), pages 10903-10913, November.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10903-10913
    DOI: 10.1080/03610926.2016.1252401
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