Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption

From MaRDI portal
Publication:2518960


DOI10.1016/j.spl.2008.07.026zbMath1154.60026MaRDI QIDQ2518960

Tien-Chung Hu, Ping Yan Chen, Andrei I. Volodin

Publication date: 21 January 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.026


60F15: Strong limit theorems


Related Items

The Bahadur representation of sample quantiles for φ-mixing random variables and its application, Complete moment convergence for Sung’s type weighted sums of ρ*-mixing random variables, Limiting behaviors of linear processes with random coefficients based on m-ANA random variables, Complete moment convergence of pairwise NQD random variables, Complete moment convergence for moving average process based on m-WOD random variables, Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables, Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure, On complete convergence of moving average process for AANA sequence, Complete moment convergence of weighted sums for arrays of rowwise \(\varphi\)-mixing random variables, The Davis-Gut law for moving average processes, Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors, Complete convergence for moving average process of martingale differences, Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions., On complete convergence of moving average processes for NSD sequences, Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements, The convergence of double-indexed weighted sums of martingale differences and its application, Precise asymptotics of complete moment convergence on moving average, On moments of the maximum of partial sums of moving average processes under dependence assumptions, On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables, On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables, The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors, Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption, Complete moment convergence of moving average processes for m-WOD sequence, Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors, Asymptotics for the linear kernel quantile estimator, A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications, Complete convergence for moving average processes associated to heavy-tailed distributions and applications, Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions, Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models, Complete convergence of moving average process based on widely orthant dependent random variables, Complete moment convergence for randomly weighted sums of martingale differences, On the complete convergence for arrays of rowwise \({\psi}\)-mixing random variables, On complete convergence and the strong law of large numbers for pairwise independent random variables, Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes, A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes, A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence, Equivalent Conditions of Complete Moment Convergence of Weighted Sums for ϕ-Mixing Sequence of Random Variables, Convergence of Moving Average Processes for Dependent Random Variables, Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds



Cites Work