Precise asymptotics in complete moment convergence of moving-average processes
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Publication:2497784
DOI10.1016/j.spl.2006.04.001zbMath1097.60017OpenAlexW2061740898MaRDI QIDQ2497784
Publication date: 4 August 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.001
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)
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Cites Work
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- Large deviations for some weakly dependent random processes
- Complete convergence of moving average processes under dependence assumptions
- Some results on convergence rates for probabilities of moderate deviations for sums of random variables
- Complete convergence of moving average processes
- Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
- A remark on the tail probability of a distribution
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers
