Complete moment convergence of moving average processes for m-WOD sequence

被引：3
|
作者：
Guan, Lihong [1 ]
Xiao, Yushan [1 ]
Zhao, Yanan [1 ]
机构：
[1] Changchun Univ, Sch Sci, Changchun, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2021年 / 2021卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Moving average processes; m-WOD; Complete moment convergence; LARGE DEVIATIONS; SUMS;
D O I：
10.1186/s13660-021-02546-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, the complete moment convergence for the partial sum of moving average processes {X-n = Sigma(infinity)(i=-infinity)a(i)Y(i+n), n >= 1} is established under some mild conditions, where {Y-i, -infinity< i < infinity} is a sequence of m-widely orthant dependent (m-WOD, for short) random variables which is stochastically dominated by a random variable Y, and {a(i), -infinity< i < infinity} is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results from m- extended negatively dependent (m-END, for short) sequences to m-WOD sequences.
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页数：12
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