Complete moment convergence of moving average process generated by a class of random variables

DOI10.1186/S13660-015-0745-XzbMath1335.60039OpenAlexW1948171010WikidataQ59430716 ScholiaQ59430716MaRDI QIDQ264974

Mi-Hwa Ko

Publication date: 1 April 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0745-x

zbMATH Keywords

moving average processcomplete moment convergenceweak mean dominationRosenthal-type maximal inequality

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (2)

On complete moment convergence for nonstationary negatively associated random variables ⋮ Further research on complete moment convergence for moving average process of a class of random variables

Cites Work

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• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
• Complete moment convergence of moving average processes under ρ-mixing assumption
• Convergence rates of the strong law for stationary mixing sequences
• Convergence Rates in the Law of Large Numbers

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