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

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

Jinguan Lin, Xingcai Zhou

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)

Cites Work

• Some Limit Theorems for Stationary Processes
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• Complete Convergence and the Law of Large Numbers
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Complete moment convergence of moving-average processes under dependence assumptions
• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• On the convergence of moving average processes under dependent conditions
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• Large deviations for some weakly dependent random processes
• Complete moment convergence of moving average processes under dependence assumptions
• Convergence rates for probabilities of moderate deviations for moving average processes
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• Convergence rates and r-quick versions of the strong law for stationary mixing sequences
• Refinement of convergence rates for tail probabilities
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Cited In (4)

• Title not available (Why is that?)
• Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
• The asymptotic properties of the estimators in a semiparametric regression model
• Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables

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