On complete convergence of moving average processes for NSD sequences
DOI10.3103/S1055134415010022zbMATH Open1328.60082OpenAlexW2087819218MaRDI QIDQ894293FDOQ894293
A. Bozorgnia, Andrei Volodin, M. Amini, Habib Naderi
Publication date: 30 November 2015
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1055134415010022
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complete convergenceMarcinkiewicz-Zygmund strong law of large numbersmoving average processslowly varying functionnegatively superadditive-dependent sequences
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Cites Work
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- Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions
Cited In (9)
- Title not available (Why is that?)
- Complete and complete moment convergence with applications to the EV regression models
- On the strong convergence forweighted sums of negatively superadditive dependent random variables
- Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
- On the rate of complete convergence for weighted sums of NSD random variables and an application
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- On the convergence of the Baum-Katz series for elements of a linear autoregression
- On complete moment convergence for weighted sums of negatively superadditive dependent random variables.
- Convergence of Baum-Katz series for sums whose terms are elements of a linear \(m\)th order autoregressive sequence
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