Complete moment convergence of moving average processes under ρ-mixing assumption
Keyword(s):
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 2012
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pp. 1-13
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2015 ◽
Vol 2015
(1)
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2012 ◽
Vol 2012
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pp. 1-24
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2019 ◽
Vol 49
(5)
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pp. 1158-1173
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2016 ◽
Vol 46
(22)
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pp. 10903-10913
2006 ◽
Vol 76
(13)
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pp. 1305-1315
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Complete Moment Convergence of Moving Average Processes Generated by Negatively Associated Sequences
2010 ◽
Vol 17
(4)
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pp. 507-513