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

DOI10.1186/S13660-016-1190-1MaRDI QIDQ330119zbMATH OpenOpenAlexWikidataFDO

Authors Yayun Zhang, Qunying Wu

Publication date 24 October 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-016-1190-1

zbMATH Keywords

iterated logarithm lawmoment convergencemoving average

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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• scientific article; zbMATH DE number 6672043

Cites work

• scientific article; zbMATH DE number 1004194 (Why is no real title available?)
• scientific article; zbMATH DE number 4145034 (Why is no real title available?)
• Complete Convergence and the Law of Large Numbers
• Complete convergence of moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Complete moment convergence of moving-average processes under dependence assumptions
• Large deviations for some weakly dependent random processes
• Moment convergence rates in the law of logarithm for moving average process under dependence
• Precise asymptotics in complete moment convergence of moving-average processes
• Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics of complete moment convergence on moving average

Cited in

(5)

• Precise asymptotics in the law of iterated logarithm for moving average process under dependence
• 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 a moving-average process
• Moment convergence rates in the law of logarithm for moving average process under dependence
• A law of the single logarithm for moving averages of random variables under exponential moment conditions

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