Moment convergence rates in the law of logarithm for moving average process under dependence

DOI10.1080/17442508.2012.748057MaRDI QIDQ2875253zbMATH OpenOpenAlexFDO

Authors Xiaoyong Xiao, Hongwei Yin

Publication date 14 August 2014

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2012.748057

zbMATH Keywords

moving average processmoment convergencelaw of logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• Almost sure invariance principles for mixing sequences of random variables
• Complete convergence of moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Large deviations for some weakly dependent random processes
• Moment convergence rates in the law of the logarithm for dependent sequences
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in complete moment convergence of moving-average processes
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes

Cited in

(5)

• Precise rates in the law of iterated logarithm for the moment of a moving-average process
• A law of the single logarithm for moving averages of random variables under exponential moment conditions
• Reprint of: On convergence analysis of particle swarm optimization algorithm
• Moment convergence rates in the law of iterated logarithm for moving average process under dependence
• On convergence analysis of particle swarm optimization algorithm

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