A note on the complete convergence of moving average processes

DOI10.1016/j.spl.2009.03.001zbMath1168.60337OpenAlexW1974615340MaRDI QIDQ1026336

Soo Hak Sung

Publication date: 24 June 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.001

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items

A Note on the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements, Convergence rates in the law of large numbers for long-range dependent linear processes, Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems, On complete convergence of moving average process for AANA sequence, On complete convergence and the strong law of large numbers for pairwise independent random variables, Convergence of Moving Average Processes for Dependent Random Variables

Cites Work

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• Convergence Rates in the Law of Large Numbers
• Some Limit Theorems for Stationary Processes
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins