scientific article; zbMATH DE number 2075218
The author establishes the strong law of large numbers \(n^{-1} \sum^n_{t=1}X_t\to 0\) a.s. for a linear process \(X_t = \sum^{\infty}_{j=0}a_j\varepsilon_{t-j}\), where \(\{\varepsilon_t\}\) is a strictly stationary sequence of negatively associated (NA) random variables with \(E\varepsilon_t=0\), \(E\varepsilon^2_t<\infty\) and \(\{\alpha_j\}\) is a sequence of real numbers with \(\sum^\infty_{j=0}| a_j|<\infty\). Reviewer's remark: The proof is incorrect as the condition \(\sum^\infty_{j=0}|\sum^\infty_{i=j+1}\,a_i|<\infty\) does not follow from the condition \(\sum^\infty_{j=0}| a_j| < \infty\).
- On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space
- Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes
- Some exact limit theorems for negatively associated sequences
- Almost sure convergence of weighted sums for negatively associated random variables
- The invariance principle for linear processes generated by a negatively associated sequence and its applications
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4469696)
