ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY rho*-MIXING SEQUENCES

被引：0

作者：

Ko, Mi-Hwa ^{[1
]}

Kim, Tae-Sung ^{[1
]}

Ryu, Dae-Hee ^{[2
]}

机构：

[1] WonKwang Univ, Inst Basic Nat Sci, Jeonbuk 570749, South Korea

[2] ChungWoon Univ, Dept Comp Sci, Chungnam 350701, South Korea

来源：

COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY | 2008年 / 23卷 / 04期

关键词：

moving average process; complete moment convergence; rho*-mixing; moment inequality;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let {Y-i;-infinity < i < infinity} be a doubly infinite sequence of identically distributed and.*- mixing random variables with zero means and finite variances and {a(i); -infinity < i < infinity} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of {Sigma(n)(k-1) Sigma(infinity)(i-) (-infinity) a(i+ k)Y(i)/ n(1/p); n >= 1} under some suitable conditions. We extend Theorem 1.1 of Li and Zhang [Y. X. Li and L. X. Zhang, Complete moment convergence of moving average processes under dependence assumptions, Statist. Probab. Lett. 70 (2004), 191-197.] to the rho*-mixing case.

引用

页码：597 / 606

页数：10

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