Complete moment convergence of moving-average processes under dependence assumptions

In this paper, we discuss moving-average process X-k = Sigma(i=-infinity)(infinity) a(i+k)epsilon(i), where {epsilon(i): -infinity < i < infinity} is a doubly infinite sequence of identically distributed negatively associated random variables with zero means and finite variances, and {a(i); -infinity < i < infinity} is an absolutely summable sequence of real numbers, We prove the complete moment convergence of {Sigma(k=1)(n) X-k/n(1/p), n greater than or equal to 1} under some suitable conditions. (C) 2004 Elsevier B.V. All rights reserved.