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Convergence rates in the law of large numbers for long-range dependent linear processes

Baum and Katz (Trans. Am. Math. Soc. 120:108-123, 1965) obtained convergence rates in the Marcinkiewicz-Zygmund law of large numbers. Their result has already been extended to the short-range dependent linear processes by many authors. In this paper, we extend the result of Baum and Katz to the long...

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Detalles Bibliográficos
Autores principales: Zhang, Tao, Chen, Pingyan, Sung, Soo Hak
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5624989/
https://www.ncbi.nlm.nih.gov/pubmed/29046604
http://dx.doi.org/10.1186/s13660-017-1517-6