Complete moment convergence of moving-average processes under dependence assumptions
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Publication:1767758
DOI10.1016/J.SPL.2004.10.003zbMath1056.62100OpenAlexW4247754949MaRDI QIDQ1767758
Publication date: 8 March 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.003
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)
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Cites Work
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- Large deviations for some weakly dependent random processes
- Complete convergence of moving average processes under dependence assumptions
- Complete convergence of moving average processes
- Complete convergence for weighted sums of negatively associated random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
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