ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES
نویسندگان
چکیده
منابع مشابه
On 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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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
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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.
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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.
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ژورنال
عنوان ژورنال: Communications of the Korean Mathematical Society
سال: 2008
ISSN: 1225-1763
DOI: 10.4134/ckms.2008.23.4.597