Complete convergence for moving average process of martingale differences
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The authors prove Baum-Katz type results for moving average processes based on martingale difference sequences, the elements of which are uniformly dominated by a non-negative random variable.
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Cites work
- Complete Convergence and the Law of Large Numbers
- Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
- Complete convergence of martingale arrays
- Complete convergence of moving average processes
- Complete convergence of moving average processes under dependence assumptions
- Complete convergence of weighted sums of martingale differences
- Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
- COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
- Complete moment convergence of moving-average processes under dependence assumptions
- Convergence of Sums of Squares of Martingale Differences
- Fixed-design regression for linear time series
- Fixed-design regression for linear time series
- Fixed-design semiparametric regression for linear time series
- scientific article; zbMATH DE number 4145034 (Why is no real title available?)
- scientific article; zbMATH DE number 4069930 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Large deviations for some weakly dependent random processes
- Limiting behavior of moving average processes of martingale difference sequences
- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- Maximal inequalities for some dependent sequences and their applications
- On complete convergence of moving average process for AANA sequence
- Probability: A Graduate Course
- Some Limit Theorems for Stationary Processes
Cited in
(10)- The convergence of double-indexed weighted sums of martingale differences and its application
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Complete convergence and complete moment convergence for martingale difference sequence
- Exponential probability inequalities for WNOD random variables and their applications
- The moment of maximum normed randomly weighted sums of martingale differences
- Enumeration of the Gutman and Schultz indices in the random polygonal chains
- Limiting behavior of moving average processes of martingale difference sequences
- On convergence of moving average series of martingale differences fields taking values in Banach spaces
- Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
- Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces
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