Complete q-order moment convergence of moving average processes under -mixing assumptions.

DOI10.1007/S10492-014-0042-XzbMATH Open1313.60059OpenAlexW1988910030MaRDI QIDQ742901FDOQ742901

Authors Xingcai Zhou, Jinguan Lin 

Publication date 19 September 2014

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10492-014-0042-x

zbMATH Keywords

moving average process\(\varphi \)-mixing\(q\)-order complete convergencemaximum of partial sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Recommendations

• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• scientific article; zbMATH DE number 6795639
• Complete moment convergence of moving average processes under \(\rho \)-mixing assumption
• ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ^*-MIXING SEQUENCES
• Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
• Complete moment convergence and its precise asymptotics for moving average processes under PA random variables
• Complete moment convergence of moving-average processes under dependence assumptions
• Convergence rates of complete moment convergence on moving average process for \(\rho \)-mixing sequence
• Complete moment convergence for moving average processes generated by strong mixing sequences
• Precise asymptotics in complete moment convergence of moving-average processes

Cites work

• scientific article; zbMATH DE number 4133227 (Why is no real title available?)
• scientific article; zbMATH DE number 4145034 (Why is no real title available?)
• scientific article; zbMATH DE number 4069930 (Why is no real title available?)
• scientific article; zbMATH DE number 4124702 (Why is no real title available?)
• scientific article; zbMATH DE number 1861529 (Why is no real title available?)
• scientific article; zbMATH DE number 5592519 (Why is no real title available?)
• Complete Convergence and the Law of Large Numbers
• Complete convergence of moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• Complete moment convergence of moving average processes under dependence assumptions
• Complete moment convergence of moving-average processes under dependence assumptions
• Convergence rates and r-quick versions of the strong law for stationary mixing sequences
• Convergence rates for probabilities of moderate deviations for moving average processes
• Large deviations for some weakly dependent random processes
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• On the convergence of moving average processes under dependent conditions
• Refinement of convergence rates for tail probabilities
• Some Limit Theorems for Stationary Processes

Cited in

(6)

• Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables
• On moments of the maximum of partial sums of moving average processes under dependence assumptions
• scientific article; zbMATH DE number 6795639 (Why is no real title available?)
• The asymptotic properties of the estimators in a semiparametric regression model
• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

This page was built for publication: Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q742901)