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COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
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 Title & Authors
COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
Kim, Tae-Sung; Ko, Mi-Hwa; Choi, Yong-Kab;
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 Abstract
Let << be a doubly infinite sequence of identically distributed and -mixing random variables with zero means and finite variances and << an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of under some suitable conditions.
 Keywords
moving average process;complete moment convergence-mixing;
 Language
English
 Cited by
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