Complete convergence of moving average processes under dependence assumptions

被引：70

作者：

Zhang, LX ^{[1
]}

机构：

[1] HANGZHOU UNIV,DEPT MATH,HANGZHOU 310028,PEOPLES R CHINA

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 30卷 / 02期

关键词：

complete convergence; moving average; phi-mixing;

D O I：

10.1016/0167-7152(95)00215-4

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：

Let {Y-i; -infinity < i < infinity} be a doubly infinite sequence of identically distributed and phi-mixing random variables, {a(i); -infinity < i < infinity} an absolutely summable sequence of real numbers. In this paper, we prove the complete convergence of {Sigma(k=1)(n) Sigma(i = -infinity) a(i+k)Yi/n(1/t); n greater than or equal to 1} under some suitable conditions.

引用

页码：165 / 170

页数：6

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