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

DOI10.1186/S13660-016-1190-1zbMATH Open1350.60031OpenAlexW2532906845WikidataQ59465919 ScholiaQ59465919MaRDI QIDQ330119FDOQ330119

Authors: Yayun Zhang, Qunying Wu 

Publication date: 24 October 2016

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

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

Recommendations

• Moment convergence rates in the law of logarithm for moving average process under dependence
• Precise rates in the law of iterated logarithm for the moment of a moving-average process
• 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
• scientific article; zbMATH DE number 6672043

zbMATH Keywords

iterated logarithm lawmoment convergencemoving average

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

• Complete Convergence and the Law of Large Numbers
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Complete moment convergence of moving-average processes under dependence assumptions
• Large deviations for some weakly dependent random processes
• Precise asymptotics of complete moment convergence on moving average
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics in complete moment convergence of moving-average processes
• Moment convergence rates in the law of logarithm for moving average process under dependence
• Title not available (Why is that?)
• Title not available (Why is that?)
• Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables

Cited In (3)

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

This page was built for publication: Moment convergence rates in the law of iterated logarithm for moving average process under dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330119)