Complete Convergence for Moving Average Process of Martingale Differences

被引：8

作者：

Yang, Wenzhi ^{[1
]}

Hu, Shuhe ^{[1
]}

Wang, Xuejun ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China

来源：

DISCRETE DYNAMICS IN NATURE AND SOCIETY | 2012年 / 2012卷

基金：

中国国家自然科学基金;

关键词：

COMPLETE MOMENT CONVERGENCE; LINEAR-TIME SERIES; FIXED-DESIGN REGRESSION; DEPENDENCE ASSUMPTIONS;

D O I：

10.1155/2012/128492

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Under some simple conditions, by using some techniques such as truncated method for random variables (see e. g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones.

引用

页数：16

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