Convergence of Moving Average Processes for Dependent Random Variables
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Publication:3017848
DOI10.1080/03610921003797761zbMath1219.60034OpenAlexW2030566243MaRDI QIDQ3017848
Publication date: 20 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003797761
Related Items (5)
On complete convergence of moving average process for AANA sequence ⋮ Complete moment convergence for randomly weighted sums of martingale differences ⋮ The convergence of double-indexed weighted sums of martingale differences and its application ⋮ Complete moment convergence for the dependent linear processes with random coefficients ⋮ On the rate of convergence in the strong law of large numbers for negatively orthant-dependent random variables
Cites Work
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- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
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- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES
- COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS
- On the convergence of moving average processes under dependent conditions
- Some Concepts of Dependence
- Some Limit Theorems for Stationary Processes
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