Complete convergence for moving average processes associated to heavy-tailed distributions and applications

DOI10.1016/j.jmaa.2014.05.071zbMath1294.60051OpenAlexW2008219444MaRDI QIDQ2252054

Tien-Chung Hu, Wei Li, Ping Yan Chen

Publication date: 16 July 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.05.071

zbMATH Keywords

complete convergencelaw of the iterated logarithmheavy-tailed distributionmoving average processintegral test

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (4)

Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models ⋮ Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables ⋮ An extension of the Baum-Katz theorem to i.i.d. random variables with general moment conditions ⋮ Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors

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