scholarly journals Complete moment convergence of moving average processes for m-WOD sequence

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Lihong Guan ◽  
Yushan Xiao ◽  
Yanan Zhao

AbstractIn this paper, the complete moment convergence for the partial sum of moving average processes $\{X_{n}=\sum_{i=-\infty }^{\infty }a_{i}Y_{i+n},n\geq 1\}$ { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } is established under some mild conditions, where $\{Y_{i},-\infty < i<\infty \}$ { Y i , − ∞ < i < ∞ } is a sequence of m-widely orthant dependent (m-WOD, for short) random variables which is stochastically dominated by a random variable Y, and $\{a_{i},-\infty < i<\infty \}$ { a i , − ∞ < i < ∞ } is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results from m-extended negatively dependent (m-END, for short) sequences to m-WOD sequences.

2011 ◽  
Vol 61 (6) ◽  
Author(s):  
Xing-Cai Zhou ◽  
Jin-Guan Lin

AbstractLet {Y i: −∞ < i < ∞} be a doubly infinite sequence of identically distributed ρ-mixing random variables, and {a i: −∞ < i < ∞} an absolutely summable sequence of real numbers. In this paper we prove the complete moment convergence for the partial sums of moving average processes $\{ X_n = \sum\limits_{i = - \infty }^\infty {a_i Y_{i + n,} n \geqslant 1} \} $ based on the sequence {Y i: −∞ < i < ∞} of ρ-mixing random variables under some suitable conditions.


2012 ◽  
Vol 62 (5) ◽  
Author(s):  
Qing-pei Zang

AbstractIn this paper, we discuss precise asymptotics for a new kind of moment convergence of the moving-average process $$X_k = \sum\limits_{i = - \infty }^\infty {a_{i + k} \varepsilon _i }$$, k ≥1, where {ε i: −∞ < i < ∞} is a doubly infinite sequence of independent identically distributed random variables with mean zero and the finiteness of variance, {α i: −∞ < i < ∞} is an absolutely summable sequence of real numbers, i.e., $$\sum\limits_{i = - \infty }^\infty {\left| {a_i } \right| < \infty }$$.


2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Ming Le Guo

The complete moment convergence of weighted sums for arrays of rowwiseφ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of rowwiseφ-mixing random variables are obtained. The results of Ahmed et al. (2002) are complemented. As an application, the complete moment convergence of moving average processes based on aφ-mixing random sequence is obtained, which improves the result of Kim et al. (2008).


2012 ◽  
Vol 2012 ◽  
pp. 1-12
Author(s):  
Mingle Guo ◽  
Dongjin Zhu

The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables are established. Moreover, the results of Baek et al. (2008), are complemented. As an application, the complete moment convergence of moving average processes based on a negatively associated random sequences is obtained, which improves the result of Li et al. (2004).


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