Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables (Q456560)

From MaRDI portal
Revision as of 08:40, 13 November 2024 by Daniel (talk | contribs) (‎Created claim: DBLP publication ID (P1635): journals/ijmmsc/Guo12, #quickstatements; #temporary_batch_1731483406851)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables
scientific article

    Statements

    Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables (English)
    0 references
    0 references
    16 October 2012
    0 references
    Summary: The complete moment convergence of weighted sums for arrays of row-wise \(\varphi\)-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of row-wise \(\varphi\)-mixing random variables are obtained. The results of \textit{S. E. Ahmed, R. Giuliano Antonini} and \textit{A. Volodin} [Stat. Probab. Lett. 58, No. 2, 185--194 (2002; Zbl 1017.60013)] are complemented. As an application, the complete moment convergence of moving average processes based on a \(\varphi\)-mixing random sequence is obtained, which improves the result by \textit{T.-S. Kim} and \textit{M.-H. Ko} [Stat. Probab. Lett. 78, No. 7, 839--846 (2008; Zbl 1140.60315)].
    0 references
    complete moment convergence
    0 references
    weighted sums
    0 references
    arrays of row-wise \(\varphi\)-mixing random variables
    0 references
    moving average processes
    0 references

    Identifiers