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PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE
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 Title & Authors
PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE
Zang, Qing-Pei; Fu, Ke-Ang;
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 Abstract
Let {} be a strictly stationary sequence of linearly positive quadrant dependent random variables and <. 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
 Keywords
precise asymptotics;moving-average;linear positive quadrant dependence;
 Language
English
 Cited by
 References
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