On complete convergence of moving average process for AANA sequence (Q444302): Difference between revisions

Summary: We investigate the moving average process such that \(X_n = \sum^\infty_{i=1} a_i Y_{i+n}, n \geq 1\), where \(\sum^\infty_{i=1} |a_i| < \infty\) and \(\{Y_i, 1 \leq i < \infty\}\) is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.

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zbMATH Keywords

moving average process

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sequence of asymptotically almost negatively associated (AANA) random variables

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complete convergence

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complete moment convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1155/2012/863931

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cites work

Some Limit Theorems for Stationary Processes

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Large deviations for some weakly dependent random processes

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Complete convergence of moving average processes

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Complete convergence of moving average processes under dependence assumptions

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Complete moment convergence of moving-average processes under dependence assumptions

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COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

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On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables

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Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption

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Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions

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Complete Convergence and the Law of Large Numbers

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Q3802321

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Q3476066

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A note on the complete convergence of moving average processes

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Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables

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Convergence of Moving Average Processes for Dependent Random Variables

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Q3109675

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On moments of the maximum of partial sums of moving average processes under dependence assumptions

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Negative association of random variables, with applications

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A note on the almost sure convergence of sums of negatively dependent random variables

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Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables

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The strong law of large numbers for weighted averages under dependence assumptions

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The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables

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The Hájek-Rényi inequality for the AANA random variables and its applications

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Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications

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Convergence properties for asymptotically almost negatively associated sequence

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Complete convergence for arrays of rowwise asymptotically almost negatively associated random variables

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Probability: A Graduate Course

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Identifiers

zbMATH Open document ID

1247.60043

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DOI

10.1155/2012/863931

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:444302

@@ Property / author @@
-Xue-jun Wang
@@ Property / author: Xue-jun Wang / rank @@
-Normal rank
@@ Property / author @@
+Xue-jun Wang
@@ Property / author: Xue-jun Wang / rank @@
+Normal rank
@@ Property / review text @@
+Summary: We investigate the moving average process such that \(X_n = \sum^\infty_{i=1} a_i Y_{i+n}, n \geq 1\), where \(\sum^\infty_{i=1} |a_i| < \infty\) and \(\{Y_i, 1 \leq i < \infty\}\) is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 60F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6065449
@@ Property / zbMATH DE Number: 6065449 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moving average process
@@ Property / zbMATH Keywords: moving average process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sequence of asymptotically almost negatively associated (AANA) random variables
+Normal rank
@@ Property / zbMATH Keywords @@
+complete convergence
@@ Property / zbMATH Keywords: complete convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+complete moment convergence
@@ Property / zbMATH Keywords: complete moment convergence / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q58700816
@@ Property / Wikidata QID: Q58700816 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2012/863931
+Normal rank
@@ Property / OpenAlex ID @@
+W2032013292
@@ Property / OpenAlex ID: W2032013292 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for some weakly dependent random processes
+Normal rank
@@ Property / cites work @@
+Complete convergence of moving average processes
@@ Property / cites work: Complete convergence of moving average processes / rank @@
+Normal rank
@@ Property / cites work @@
+Complete convergence of moving average processes under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Complete moment convergence of moving-average processes under dependence assumptions
+Normal rank
@@ Property / cites work @@
+COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
+Normal rank
@@ Property / cites work @@
+On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables
+Normal rank
@@ Property / cites work @@
+Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
+Normal rank
@@ Property / cites work @@
+Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
+Normal rank
@@ Property / cites work @@
+Complete Convergence and the Law of Large Numbers
@@ Property / cites work: Complete Convergence and the Law of Large Numbers / rank @@
+Normal rank
@@ Property / cites work @@
+Q3802321
@@ Property / cites work: Q3802321 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3476066
@@ Property / cites work: Q3476066 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the complete convergence of moving average processes
+Normal rank
@@ Property / cites work @@
+Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
+Normal rank
@@ Property / cites work @@
+Convergence of Moving Average Processes for Dependent Random Variables
+Normal rank
@@ Property / cites work @@
+Q3109675
@@ Property / cites work: Q3109675 / rank @@
+Normal rank
@@ Property / cites work @@
+On moments of the maximum of partial sums of moving average processes under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+A note on the almost sure convergence of sums of negatively dependent random variables
+Normal rank
@@ Property / cites work @@
+Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
+Normal rank
@@ Property / cites work @@
+The strong law of large numbers for weighted averages under dependence assumptions
+Normal rank
@@ Property / cites work @@
+The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables
+Normal rank
@@ Property / cites work @@
+The Hájek-Rényi inequality for the AANA random variables and its applications
+Normal rank
@@ Property / cites work @@
+Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
+Normal rank
@@ Property / cites work @@
+Convergence properties for asymptotically almost negatively associated sequence
+Normal rank
@@ Property / cites work @@
+Complete convergence for arrays of rowwise asymptotically almost negatively associated random variables
+Normal rank
@@ Property / cites work @@
+Probability: A Graduate Course
@@ Property / cites work: Probability: A Graduate Course / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:444302