ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES

DOI10.4134/CKMS.2008.23.4.597MaRDI QIDQ3393848zbMATH OpenOpenAlexFDO

Authors Mi-Hwa Ko, Tae-Sung Kim, Dae-Hee Ru

Publication date 27 August 2009

Published in Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/ckms.2008.23.4.597

zbMATH Keywords

\(\rho^*\)-mixingcomplete moment convergencemoment inequalitymoving average process

Mathematics Subject Classification ID

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

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Cited in

(13)

• Moving averages of superadditive processes with respect to \(L_p\)-contractions, \(1<p<\infty\)
• Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption
• Complete moment convergence for the dependent linear processes with random coefficients
• Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
• Convergence of Moving Average Processes for Dependent Random Variables
• On Mixing Conditions for Sequences of Moving Averages
• Complete moment convergence of moving average processes under -mixing assumption
• Convergence rates of complete moment convergence on moving average process for -mixing sequence
• Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
• Complete moment convergence for moving average processes generated by strong mixing sequences
• scientific article; zbMATH DE number 6795639 (Why is no real title available?)
• Convergence properties for randomly weighted sums of ρ -mixing sequences with related statistical applications
• Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.

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