Complete moment convergence for moving average process generated by ρ--mixing random variables

Let {Y-i, -infinity< i < infinity} be a sequence of rho(-)-mixing random variables without the assumption of identical distributions, and {a(i), -infinity< i < infinity} be an absolutely summable sequence of real numbers. In this paper, under some suitable conditions, we establish the complete moment convergence for the partial sum of moving average processes {X-n = Sigma(infinity)(i=-infinity)a(i)Y(i+n), n >= 1}. These results promote and improve the corresponding results obtained by Li and Zhang (Stat. Probab. Lett. 70: 191-197, 2004) from NA to the case of rho(-)-mixing setting.