논문KCI 등재
Complete moment convergence of moving average processes with dependent innovations
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주제분류수학
초록
Let {Yi;-∞<i<∞} be a doubly infinite sequence of identically distributed and Φ-mixing random variables with zero means and finite variances and {ai;-∞< i < ∞} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of [수식] under some suitable conditions.
Abstract
Let {Yi;-∞<i<∞} be a doubly infinite sequence of identically distributed and Φ-mixing random variables with zero means and finite variances and {ai;-∞< i < ∞} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of [수식] under some suitable conditions.
참고문헌 (9)
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- D. L. Li, "Complete convergence of moving average processes", Statistics & Probability Letters, 14(2), pp.111~114 (1992)
- Y. X. Li, "Complete moment convergence of moving-average processes under dependence assumptions", Statistics & Probability Letters, 70(3), pp.191~197 (2004)
- H. Y. Liang, "Complete convergence for weighted sums of negatively associated random variables", Statistics & Probability Letters, 46(4), pp.317~325 (2000)
- Q. M. Shao, "Almost sure invariance principles for mixing sequences of random variables", Stochastic Processes and their Applications, 48(2), pp.319~334 (1993)
- L. X. Zhang, "Complete convergence of moving average processes under dependence assumptions", Statistics & Probability Letters, 30(2), pp.165~170 (1996)
관련 논문AI추천
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