Complete moment convergence of moving average processes under -mixing assumptions
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Publication:2267604
DOI10.1016/J.SPL.2009.10.018zbMATH Open1186.60031OpenAlexW2320077683MaRDI QIDQ2267604FDOQ2267604
Authors: Xingcai Zhou
Publication date: 1 March 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.10.018
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Cites Work
- Some Limit Theorems for Stationary Processes
- Complete convergence of moving average processes under dependence assumptions
- Complete convergence of moving average processes
- Complete moment convergence of moving-average processes under dependence assumptions
- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- On the convergence of moving average processes under dependent conditions
- Large deviations for some weakly dependent random processes
- Complete moment convergence of moving average processes under dependence assumptions
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Cited In (42)
- Equivalent conditions of the complete convergence for weighted sums of NSD random variables
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- Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
- Complete moment convergence of moving average process generated by a class of random variables
- Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
- Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
- On strong law of large numbers and growth rate for a class of random variables
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Complete convergence for moving average process of martingale differences
- Complete moment convergence for moving average process based on m-WOD random variables
- Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions
- Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.
- Complete moment convergence for the dependent linear processes with random coefficients
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Complete moment convergence of moving average processes under dependence assumptions
- Convergence rates for probabilities of moderate deviations for moving average processes
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
- On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
- On the strong convergence and some inequalities for negatively superadditive dependent sequences
- On the Jajte strong law of large numbers
- Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
- On complete convergence of moving average process for AANA sequence
- Complete moment convergence for moving average processes generated by strong mixing sequences
- A Berry-Esseen type bound of wavelet estimator under linear process errors based on a strong mixing sequence
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- Sufficient and necessary conditions of convergence for \(\widetilde{\rho}\)-mixing random variables
- On moments of the maximum of partial sums of moving average processes under dependence assumptions
- Complete moment convergence for double-indexed randomly weighted sums and its applications
- COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
- On complete moment convergence for weighted sums of negatively superadditive dependent random variables.
- Toeplitz lemma, complete convergence, and complete moment convergence
- Complete moment convergence of moving average processes for m-WOD sequence
- The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
- Complete convergence of moving average process based on widely orthant dependent random variables
- Further research on complete moment convergence for moving average process of a class of random variables
- Complete moment convergence of moving-average process generated by a class of random variables
- Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption
- On complete moment convergence for the maximal weighted sums of NSD random variables
- On the complete convergence for arrays of rowwise \({\psi}\)-mixing random variables
- Convergence rates in the law of large numbers and new kinds of convergence of random variables
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
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