A general result on precise asymptotics for moving-average process for generation of nonstationary martingale difference sequences

DOI10.13413/J.CNKI.JDXBLXB.2016.05.15zbMATH Open1374.60045MaRDI QIDQ2984342FDOQ2984342

Authors Lihong Guan, Haiyan Han, Yanan Zhao

Publication date 17 May 2017

zbMATH Keywords

complete moment convergenceprecise asymptoticsmoving-average processgeneral formnonstationary martingale difference sequence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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