Moment convergence rates in the law of logarithm for moving average process under dependence
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Publication:2875253
DOI10.1080/17442508.2012.748057zbMATH Open1309.60030OpenAlexW2089211150MaRDI QIDQ2875253FDOQ2875253
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
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Cites Work
- Title not available (Why is that?)
- Complete convergence of moving average processes under dependence assumptions
- Complete convergence of moving average processes
- The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
- Large deviations for some weakly dependent random processes
- Precise asymptotics in the law of the iterated logarithm of moving-average processes
- Precise asymptotics in complete moment convergence of moving-average processes
- Precise asymptotics for a new kind of complete moment convergence
- 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
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
- Moment convergence rates in the law of the logarithm for dependent sequences
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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