Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables (Q456560)

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Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables
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    Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables (English)
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    16 October 2012
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    Summary: The complete moment convergence of weighted sums for arrays of row-wise \(\varphi\)-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of row-wise \(\varphi\)-mixing random variables are obtained. The results of \textit{S. E. Ahmed, R. Giuliano Antonini} and \textit{A. Volodin} [Stat. Probab. Lett. 58, No. 2, 185--194 (2002; Zbl 1017.60013)] are complemented. As an application, the complete moment convergence of moving average processes based on a \(\varphi\)-mixing random sequence is obtained, which improves the result by \textit{T.-S. Kim} and \textit{M.-H. Ko} [Stat. Probab. Lett. 78, No. 7, 839--846 (2008; Zbl 1140.60315)].
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    complete moment convergence
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    weighted sums
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    arrays of row-wise \(\varphi\)-mixing random variables
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    moving average processes
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