Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions

DOI10.1007/s00477-005-0241-9zbMath1120.62325OpenAlexW1965538042MaRDI QIDQ2505929

Hang Wu, Guang-Hui Cai

Publication date: 28 September 2006

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-005-0241-9

zbMATH Keywords

complete convergencemoving averagenegative associatedasymptotically linear negative quadrant dependence (ALNQD)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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• Some Limit Theorems for Stationary Processes
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