On complete convergence of moving average process for AANA sequence (Q444302)
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scientific article; zbMATH DE number 6065449
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| English | On complete convergence of moving average process for AANA sequence |
scientific article; zbMATH DE number 6065449 |
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On complete convergence of moving average process for AANA sequence (English)
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14 August 2012
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Summary: We investigate the moving average process such that \(X_n = \sum^\infty_{i=1} a_i Y_{i+n}, n \geq 1\), where \(\sum^\infty_{i=1} |a_i| < \infty\) and \(\{Y_i, 1 \leq i < \infty\}\) is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.
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moving average process
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sequence of asymptotically almost negatively associated (AANA) random variables
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complete convergence
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complete moment convergence
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0.8836789727210999
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0.8818055987358093
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0.8693131804466248
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