PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER φ-MIXING ASSUMPTION

被引：3

作者：

Li, Jie ^{[1
]}

机构：

[1] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2012年 / 49卷 / 02期

关键词：

complete moment convergence; moving average; phi-mixing; precise asymptotics; COMPLETE CONVERGENCE;

D O I：

10.4134/JKMS.2012.49.2.235

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper by Liu and Lin (Statist. Probab. Lett. 76 (2006), no. 16, 1787-1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under phi-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.

引用

页码：235 / 249

页数：15

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