No label defined (Q4239055)

Let \(\{X_n, n\geq 1\}\) be a LPQD sequence, and \(EX_n= 0\). The following results are obtained. If the following conditions are satisfied: (1) for some \(\varepsilon> 0\), \(u(n)= O(\log n)^{-(1+ \varepsilon)})\), where \(u(n)= \sup_{k\geq 1} \sum_{j:|j-k|\geq n} \text{Cov}(X_j, X_k)\), (2) for some \(\delta> 0\), \(\sup_{j\geq 1} E|X_j|^{2+\delta}< \infty\), (3) \(\inf_{n\geq 1} \sigma^2_n/n> 0\), then for \(0<\delta'<\delta\) there exists a constant \(C= C(u(\cdot),\delta, \delta',\varepsilon)> 0\) such that \[ \sup_k E|S_k(n)|^{2+ \delta'}\leq C\Biggl\{n \exp\{C(\log n)^{1- \varepsilon'}\} \sup_{k\geq 1} E|X_k|^{2+ \delta'}+ n^{1+ \delta'/2} \Biggl(\sup_{k\geq 1} EX^2_k\Biggr)^{1+ \delta'/2}\Biggr\}. \] If the conditions (1)--(3) are satisfied, and for all \(k\geq 1\), \(\sigma^2_{nk}/\sigma^2_n\to k\), then \(W_n\Rightarrow W\) as \(n\to\infty\), where \(W_n(t)= S_{[nt]}/\sigma_n\).