On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes

被引：25
作者：
Ahmed, SE
Antonini, RG
Volodin, A
机构：
[1] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada
[2] Univ Pisa, Dipartimento Matemat, I-56100 Pisa, Italy
来源：
STATISTICS & PROBABILITY LETTERS | 2002年 / 58卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
array of Banach space valued random elements; stable type p Banach space; rowwise independence; weighted sums; complete convergence; rate of convergence; almost sure convergence; convergence in probability; moving average;
D O I：
10.1016/S0167-7152(02)00126-8
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：
We obtain complete convergence results for arrays of rowwise independent Banach space valued random elements. In the main result no assumptions are made concerning the geometry of the underlying Banach space. As corollaries we obtain a result on complete convergence in stable type p Banach spaces and on the complete convergence of moving average processes. (C) 2002 Elsevier Science B.V. All rights reserved.
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收藏
页码：185 / 194
页数：10
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