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

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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)

Cited In (3)

• Title not available (Why is that?)
• Limiting behavior of moving average processes of martingale difference sequences
• A general result on precise asymptotics for the linear process generated by strong mixing sequences

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