Limiting behavior of moving average processes of martingale difference sequences

MaRDI QIDQ3109675zbMATH OpenFDO

Authors Yuanmei Li, Pingyan Chen

Publication date 27 January 2012

zbMATH Keywords

complete convergencecomplete moment convergencemoving average processmartingale difference sequencenormed partial sumsMarcinkiewicz-Zygmund strong laws of large numbersmoments of supremum

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cited in

(5)

• Complete convergence for moving average process of martingale differences
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• On complete convergence of moving average process for AANA sequence
• A general result on precise asymptotics for moving-average process for generation of nonstationary martingale difference sequences
• scientific article; zbMATH DE number 6401574 (Why is no real title available?)

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