Complete moment convergence of moving average processes under φ-mixing assumptions

Let {Y(i) : -infinity < i < infinity} be a sequence of identically distributed phi-mixing random variables, and {a(i) : -infinity < i < infinity} an absolutely summable sequence of real numbers. In this work we prove the complete moment convergence for the partial sums of moving average processes {X(n) = Sigma(infinity)(i=-infinity) a(i)Y(i+n) : n >= 1}, improving the result of [Kim, T.S., Ko, M.H., 2008. Complete moment convergence of moving average processes under dependence assumptions. Statist. Probab. Lett. 78, 839-8461. (C) 2009 Elsevier B.V. All rights reserved.