On the precise asymptotics in complete moment convergence of moving average processes under NA random variables

MaRDI QIDQ3535102zbMATH OpenFDO

Authors Jong-Il Baek, Hye-Young Seo, G. H. Lee

Publication date 10 November 2008

zbMATH Keywords

complete convergencemoving averagenegatively associated random variable

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

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(10)

• A general result on precise asymptotics for moving average processes of \(m\)-dependent \(B\)-valued elements
• PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE
• On the precise asymptotics in complete moment convergence of NA sequences
• scientific article; zbMATH DE number 6795639 (Why is no real title available?)
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• Precise asymptotics of complete moment convergence on moving average

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