Complete q-order moment convergence of moving average processes under φ-mixing assumptions
نویسندگان
چکیده
منابع مشابه
Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions
The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.
متن کاملComplete convergence of moving average processes under dependence assumptions 1
Let {Yi;-oc < i < c~} be a doubly infinite sequence of identically distributed and (b-mixing random variables, (ai; ~ < i < oc} an absolutely summable sequence of real numbers. In this paper, we prove the complete convergence of {Ek=xn ~io~=_¢xz ai+kYi/nt/,; n>~ 1} under some suitable conditions. AMS classification: 60G50; 60F15
متن کاملcomplete convergence of moving-average processes under negative dependence sub-gaussian assumptions
the complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. as a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.
متن کاملcomplete convergence of moving-average processes under negative dependence sub-gaussian assumptions
the complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. as a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.
متن کاملOn the Precise Asymptotics in Complete Moment Convergence of Moving Average Processes under NA Random Variables
Let {ε i | − ∞ < i < ∞} be a sequence of identically distributed negatively associated random variables and {a i | − ∞ < i < ∞} a sequence of real numbers with
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2014
ISSN: 0862-7940,1572-9109
DOI: 10.1007/s10492-014-0042-x