Complete convergence for moving average process of martingale differences
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Publication:714205
DOI10.1155/2012/128492zbMATH Open1261.60038OpenAlexW2019431219WikidataQ58700328 ScholiaQ58700328MaRDI QIDQ714205FDOQ714205
Shuhe Hu, Xuejun Wang, Wenzhi Yang
Publication date: 19 October 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/128492
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Cites Work
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- Probability: A Graduate Course
- Large deviations for some weakly dependent random processes
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Cited In (7)
- Exponential probability inequalities for WNOD random variables and their applications
- The moment of maximum normed randomly weighted sums of martingale differences
- Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Enumeration of the Gutman and Schultz indices in the random polygonal chains
- On convergence of moving average series of martingale differences fields taking values in Banach spaces
- The convergence of double-indexed weighted sums of martingale differences and its application
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