Complete moment convergence of moving-average processes under END assumptions

Let {Y-i; -infinity < i < infinity} be a doubly infinite sequence of identically distributed and extended negatively dependent random variables with zero means and finite variance and {a(i); -infinity < i < infinity} be an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of the moving-average process X-k = Sigma(infinity)(i=-infinity) a(i+k)Y(i), and extend to the m-extended negatively dependent case.