On moments of the maximum of partial sums of moving average processes under dependence assumptions

DOI10.1007/s10255-011-0114-6zbMath1267.60051OpenAlexW2049829259MaRDI QIDQ1942157

Jin-Guan Lin, Xing-Cai Zhou

Publication date: 18 March 2013

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

Full work available at URL: https://doi.org/10.1007/s10255-011-0114-6

zbMATH Keywords

momentsmoving average:\(\varphi\)-mixing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

On complete convergence of moving average process for AANA sequence

Cites Work

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