ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

Title & Authors
ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES
Sung, Soo-Hak;

Abstract
Let {$\small{Y_i}$,-$\small{\infty}$ < i < $\small{\infty}$} be a doubly infinite sequence of i.i.d. random variables with E|$\small{Y_1}$| < $\small{\infty}$, {$\small{a_{ni}}$,-$\small{\infty}$ < i < $\small{\infty}$ n $\small{\geq}$ 1} an array of real numbers. Under some conditions on {$\small{a_{ni}}$}, we obtain necessary and sufficient conditions for \$\sum\;_{n
Keywords
complete convergence;moving average process;weighted sums;sums of independent random variables;
Language
Korean
Cited by
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