On the convergence of the Baum-Katz series for elements of a linear autoregression (Q2043741)
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On the convergence of the Baum-Katz series for elements of a linear autoregression (English)
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3 August 2021
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The author works with the concept of complete convergence and treats three results of Hsu-Robbins-Erdős-Spitzer-Baum-Katz concerning complete convergence of Baum-Katz series. The mentioned results are established for the series based on independent random variables while the author of the present paper focuses on schemes with linear dependence, namely linear autoregression sequences. The aim of the paper is to obtain analogues of Hsu-Robbins-Erdős-Spitzer-Baum-Katz results. Moving in this direction, he obtains criteria for convergence of the corresponding autoregressive series expressed in terms of moment assumptions, which for ``weakly dependent'' sequences are the same as in classical results concerning the independent case for such sequences.
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linear autoregression model
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weighted sum
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complete convergence
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Hsu-Robbins-Erdős series
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Spitzer series
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Baum-Katz series
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