PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER ?-MIXING ASSUMPTION

Title & Authors
PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER ?-MIXING ASSUMPTION
Li, Jie;

Abstract
In the paper by Liu and Lin (Statist. Probab. Lett. 76 (2006), no. 16, 1787-1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under $\small{\phi}$-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.
Keywords
complete moment convergence;moving average;$\small{\phi}$-mixing;precise asymptotics;
Language
English
Cited by
1.
Precise asymptotics of complete moment convergence on moving average, Acta Mathematica Sinica, English Series, 2012, 28, 12, 2507
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