Complete convergence of moving average processes under dependence assumptions 1
نویسنده
چکیده
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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