Precise asymptotics in the law of large numbers of moving-average processes

zbMATH Open1137.60318MaRDI QIDQ5386352FDOQ5386352

Authors: Yunxia Li 

Publication date: 14 May 2008

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zbMATH Keywords

complete convergencenegative associationBaum-Katz lawmoving-average process\(\varphi\)-mixing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cited In (17)

• Title not available (Why is that?)
• 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
• Precise asymptotics of moving average process under \(\phi\)-mixing assumption
• Precise asymptotics in complete moment convergence of moving-average processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Precise asymptotic in Spitzer and Baum-Katz's law of large numbers for moving-average processes
• Title not available (Why is that?)
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• Limiting behaviour of moving average processes based on a sequence of \(\rho^{-}\) mixing and negatively associated random variables
• An improvement of the precise asymptotics in the complete convergence of moving-average process
• The Davis-Gut law for moving average processes
• Precise asymptotics in the Baum-Katz law of large numbers for linear processes of martingale difference sequences
• Precise asymptotics in the law of large numbers and the law of iterated logarithm of moving-average process generated by ALNQD sequences
• Precise asymptotics of complete moment convergence on moving average

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