Complete convergence of moving average processes
From MaRDI portal
Publication:1198995
DOI10.1016/0167-7152(92)90073-EzbMath0756.60031OpenAlexW2028438626MaRDI QIDQ1198995
M. Bhaskara Rao, Xiang Chen Wang, De Li Li
Publication date: 16 January 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90073-e
Related Items (46)
On complete convergence of triangular arrays of independent random variables ⋮ Moment convergence rates in the law of iterated logarithm for moving average process under dependence ⋮ Complete moment convergence of moving-average processes under END assumptions ⋮ Complete convergence for weighted sums of random variables ⋮ Convergence rates in the law of large numbers for END linear processes with random coefficients ⋮ Convergence rates in the law of large numbers for long-range dependent linear processes ⋮ Complete convergence of moving average processes under dependence assumptions ⋮ Limiting behaviors of linear processes with random coefficients based on m-ANA random variables ⋮ Complete convergence of moving average process based on widely orthant dependent random variables ⋮ On complete convergence of moving average processes for NSD sequences ⋮ Complete moment convergence for moving average process based on m-WOD random variables ⋮ Convergence of asymptotically almost negatively associated random variables with random coefficients ⋮ Precise asymptotics of complete moment convergence on moving average ⋮ On moments of the maximum of partial sums of moving average processes under dependence assumptions ⋮ Precise asymptotics in the law of the iterated logarithm of moving-average processes ⋮ On complete convergence of moving average process for AANA sequence ⋮ On convergence rate in the SLLN for maximums of moving-average sums of ALNQD random fields ⋮ Weak law of large numbers for arrays of random variables ⋮ Complete moment convergence of moving average processes under dependence assumptions ⋮ On complete convergence and the strong law of large numbers for pairwise independent random variables ⋮ Convergence rates in the law of large numbers for arrays of martingale differences ⋮ The Davis-Gut law for moving average processes ⋮ Convergence rates for probabilities of moderate deviations for moving average processes ⋮ Convergence of Moving Average Processes for Dependent Random Variables ⋮ Complete convergence for moving average processes associated to heavy-tailed distributions and applications ⋮ Precise asymptotics in the law of iterated logarithm for moving average process under dependence ⋮ Complete moment convergence of moving-average processes under dependence assumptions ⋮ Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. ⋮ Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions ⋮ Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces ⋮ Complete convergence for moving average process of martingale differences ⋮ Precise asymptotics in complete moment convergence of moving-average processes ⋮ Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions ⋮ Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption ⋮ Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions. ⋮ A note on the complete convergence of moving average processes ⋮ Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption ⋮ On the complete convergence of weighted sums for arrays of negatively associated variables ⋮ Convergence rates in the law of large numbers for arrays of Banach valued martingale differences ⋮ Complete moment convergence of moving average processes for m-WOD sequence ⋮ A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes ⋮ Almost sure convergence and complete convergence for the weighted sums of martingale differences ⋮ Moment convergence rates in the law of logarithm for moving average process under dependence ⋮ Complete f-moment convergence of moving average process and its application to nonparametric regression models ⋮ Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables ⋮ On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
Cites Work
- Large deviations for some weakly dependent random processes
- Tail probabilities for sums of independent Banach space valued random variables
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- The Probability in the Tail of a Distribution
- Sums of independent Banach space valued random variables
- Some Limit Theorems for Stationary Processes
- Complete Convergence and the Law of Large Numbers
This page was built for publication: Complete convergence of moving average processes
