PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE

Title & Authors
PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE
Zang, Qing-Pei; Fu, Ke-Ang;

Abstract
Let {$\small{\varepsilon_i:-{\infty}}$} be a strictly stationary sequence of linearly positive quadrant dependent random variables and $\small{\sum\limits\frac_{i=-{\infty}}^{\infty}|a_i|}$<$\small{\infty}$. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form $\small{X_k=\sum\limits\frac_{i=-{\infty}}^{\infty}a_{i+k}{\varepsilon}_i,k{\geq}1}$
Keywords
Language
English
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