Precise asymptotics of complete moment convergence on moving average

DOI10.1007/S10114-012-0355-1zbMath1270.60040OpenAlexW2058787246MaRDI QIDQ1941315

Hui Zhou, Zheng Yan Lin

Publication date: 12 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-0355-1

zbMATH Keywords

complete convergencemoving average processprecise asymptotics\(\varphi\)-mixing sequence

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (1)

Moment convergence rates in the law of iterated logarithm for moving average process under dependence

Cites Work

• Large deviations for some weakly dependent random processes
• Convergence rates for probabilities of moderate deviations for moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics for a new kind of complete moment convergence
• Precise rates in complete moment convergence for \(\rho \)-mixing sequences
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER ?-MIXING ASSUMPTION
• Complete Convergence and the Law of Large Numbers
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Precise asymptotics of complete moment convergence on moving average