Complete convergence of moving average processes under dependence assumptions (Q1126114)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Complete convergence of moving average processes under dependence assumptions
scientific article

    Statements

    Complete convergence of moving average processes under dependence assumptions (English)
    0 references
    26 October 1997
    0 references
    The author considers a moving-average process \(X_k=\sum_{i=-\infty}^\infty a_{i+k}Y_i\), \(k\geq 1\), for an absolutely summable sequence \(\{a_i\}\) of real numbers and a doubly infinite sequence \(\{Y_i\}\) of identically distributed and \(\varphi\)-mixing random variables. Under a slight condition on the \(\varphi\)-mixing coefficient and \(EY_1=0\), \(E|Y_1|^{rt}<\infty\) for \(1\leq t<2\), \(r\geq 1\), the convergence of the series \(\sum_{n=1}^\infty n^{r-2}P(|\sum_{k=1}^n X_k|\geq n^{1/t}\varepsilon)\) for all \(\varepsilon>0\) could be proved.
    0 references
    complete convergence
    0 references
    phi-mixing
    0 references
    moving-average process
    0 references
    0 references

    Identifiers