Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption

DOI10.1186/s13660-019-2038-2zbMath1499.60092OpenAlexW2942227072MaRDI QIDQ2067813

Quanxin Zhu, Mingzhu Song

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-019-2038-2

zbMATH Keywords

complete convergencemoving average processmaximum partial sums\( \rho^-\)-mixing sequencecomplete \(\gamma\)-order moment convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (1)

Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models

Cites Work

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• COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
• On the convergence of moving average processes under dependent conditions
• Some Limit Theorems for Stationary Processes
• Complete Convergence and the Law of Large Numbers

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