PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER Φ-MIXING ASSUMPTION
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초록
In the paper by Liu and Lin (Statist. Probab. Lett. 76(2006), no. 16, 1787{1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under ϕ-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.
Abstract
In the paper by Liu and Lin (Statist. Probab. Lett. 76(2006), no. 16, 1787{1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under ϕ-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.
참고문헌 (9)
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