On the convergence of moving average processes under dependent conditions

被引：44

作者：

Baek, JI ^{[1
]}

Kim, TS

Liang, HY

机构：

[1] Wonkwang Univ, Sch Math & Informat Stat, Iksan 570749, South Korea

[2] Wonkwang Univ, Inst Basic Nat Sci, Iksan 570749, South Korea

[3] Tongji Univ, Dept Math Appl, Shanghai 200092, Peoples R China

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2003年 / 45卷 / 03期

关键词：

convergence; law of logarithm; moving average; negatively associated random variable;

D O I：

10.1111/1467-842X.00287

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers a moving average process for a sequence of negatively associated random variables. It discusses the complete convergence of such a moving average process under suitable conditions. These results generalize and complement earlier results on independent random variables. Also, a conjecture for the case of a sequence of independent and identically distributed random variables is resolved and its moment condition weakened.

引用

页码：331 / 342

页数：12

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