On the convergence of moving average processes under negatively associated random variables (Q1396265)

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On the convergence of moving average processes under negatively associated random variables
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    On the convergence of moving average processes under negatively associated random variables (English)
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    23 October 2003
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    Let \(\{Y_j, -\infty<j<\infty\}\) be a sequence of identically distributed negatively associated random variables with \(EY_1=0\) and \(\{a_j,-\infty<j<\infty\}\) an absolutely summable sequence of real numbers. The authors discuss complete convergence of \(\{\sum^n_{k=1}\sum^\infty_{j=-\infty}a_{j+k}Y_j/H(n),n\geq 1\}\) under some suitable conditions, where \(H(n)=n^{1/t}\) \((1\leq t<2)\) and \(H(n)=(nL(n))^{1/2}\) \((L(x)=\max\{1, \log x\})\).
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    convergence
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    negatively associated random variables
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