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

MaRDI QIDQ5386352zbMATH OpenFDO

Authors Yunxia Li

Publication date 14 May 2008

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)

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Cited in

(17)

• The Davis-Gut law for moving average processes
• Precise asymptotics of moving average process under \(\phi\)-mixing assumption
• scientific article; zbMATH DE number 4015885 (Why is no real title available?)
• Precise asymptotics in complete moment convergence of moving-average processes
• scientific article; zbMATH DE number 6310973 (Why is no real title available?)
• scientific article; zbMATH DE number 4072041 (Why is no real title available?)
• scientific article; zbMATH DE number 4024410 (Why is no real title available?)
• Precise asymptotics of complete moment convergence on moving average
• Limiting behaviour of moving average processes based on a sequence of \(\rho^{-}\) mixing and negatively associated random variables
• scientific article; zbMATH DE number 6611542 (Why is no real title available?)
• scientific article; zbMATH DE number 6672043 (Why is no real title available?)
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics in the law of large numbers and the law of iterated logarithm of moving-average process generated by ALNQD sequences
• Precise asymptotics in the Baum-Katz law of large numbers for linear processes of martingale difference sequences
• Precise asymptotics in the law of iterated logarithm for moving average process under dependence
• An improvement of the precise asymptotics in the complete convergence of moving-average process
• Precise asymptotic in Spitzer and Baum-Katz's law of large numbers for moving-average processes

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