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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.

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.

For the stationary invertible moving average process of order one with unknown innovation distribution F , we construct root-n consistent plug-in estimators of conditional expectations E(h(Xn+1)|X1, . . . , Xn). More specifically, we give weak conditions under which such estimators admit Bahadur type representations, assuming some smoothness of h or of F . For fixed h it suffices that h is loca...