Complete moment convergence of moving-average processes under dependence assumptions

被引：90
|
作者：
Li, YX [1 ]
Zhang, LX [1 ]
机构：
[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 70卷 / 03期
基金：
中国国家自然科学基金;
关键词：
moving-average process; negative association; complete moment convergence;
D O I：
10.1016/j.spl.2004.10.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
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页码：191 / 197
页数：7
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