complete convergence of moving-average processes under negative dependence sub-gaussian assumptions

Authors

mohammad amini

hamid reza nili sani

abolghasem bozorgnia

abstract

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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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.

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complete convergence of moving-average processes under negative dependence sub-gaussian assumptions

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Journal title:
bulletin of the iranian mathematical society

Publisher: iranian mathematical society (ims)

ISSN 1017-060X

volume 38

issue 3 2012

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