Complete convergence for weighted sums of random variables

被引：28

作者：

Sung, Soo Hak ^{[1
]}

机构：

[1] Pai Chai Univ, Dept Math Appl, Taejon 302735, South Korea

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 03期

关键词：

complete convergence; rate of convergence; sums of independent random variables; weighted sums; moving average;

D O I：

10.1016/j.spl.2006.07.010

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 new complete convergence results for weighted sums of independent random variables. As a corollary, we obtain a result on the rate of convergence of moving average processes. Some well known results from the literature can be easily obtained from our results. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：303 / 311

页数：9

共 9 条

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