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Further research on complete moment convergence for moving average process of a class of random variables

In this article, the complete moment convergence for the partial sum of moving average processes [Formula: see text] is established under some mild conditions, where [Formula: see text] is a doubly infinite sequence of random variables satisfying the Rosenthal type maximal inequality and [Formula: s...

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Detalles Bibliográficos
Autores principales: Zhang, Yong, Ding, Xue
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5315741/
https://www.ncbi.nlm.nih.gov/pubmed/28260844
http://dx.doi.org/10.1186/s13660-017-1322-2