COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

Title & Authors
COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
Kim, Tae-Sung; Ko, Mi-Hwa; Choi, Yong-Kab;

Abstract
Let $\small{{Y_i;-\infty}$<$\small{i}$<$\small{\infty}}$ be a doubly infinite sequence of identically distributed and $\small{\phi}$-mixing random variables with zero means and finite variances and $\small{{a_i;-\infty}$<$\small{i}$<$\small{\infty}}$ an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of ${{\sum}_{k Keywords moving average process;complete moment convergence$\small{\phi}$-mixing; Language English Cited by 1. Toeplitz lemma, complete convergence, and complete moment convergence, Communications in Statistics - Theory and Methods, 2017, 46, 4, 1731 2. On Complete Convergence of Moving Average Process for AANA Sequence, Discrete Dynamics in Nature and Society, 2012, 2012, 1 3. Complete moment convergence of widely orthant dependent random variables, Communications in Statistics - Theory and Methods, 2017, 46, 14, 7256 4. Convergence of Moving Average Processes for Dependent Random Variables, Communications in Statistics - Theory and Methods, 2011, 40, 13, 2366 5. Complete moment convergence of moving average processes under ρ-mixing assumption, Mathematica Slovaca, 2011, 61, 6 6. Complete moment convergence for moving average process generated by ρ −$\rho^{-}\$ -mixing random variables, Journal of Inequalities and Applications, 2015, 2015, 1
7.
Complete Convergence for Moving Average Process of Martingale Differences, Discrete Dynamics in Nature and Society, 2012, 2012, 1
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