Complete moment convergence of moving average processes under ρ-mixing assumption

DOI10.2478/s12175-011-0063-9zbMath1289.60055OpenAlexW2471662078MaRDI QIDQ3096537

Jin-Guan Lin, Xing-Cai Zhou

Publication date: 11 November 2011

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s12175-011-0063-9

zbMATH Keywords

moving averagecomplete moment convergence\(\rho \)-mixing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (8)

Complete moment convergence of moving average process generated by a class of random variables ⋮ Complete moment convergence for the linear processes with random coefficients generated by a class of random variables ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ Further research on complete moment convergence for moving average process of a class of random variables ⋮ Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications ⋮ 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 ⋮ Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

Cites Work

• Almost sure invariance principles for mixing sequences of random variables
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
• Some Limit Theorems for Stationary Processes

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