Moment convergence rates in the law of iterated logarithm for moving average process under dependence

DOI10.1186/s13660-016-1190-1zbMath1350.60031OpenAlexW2532906845WikidataQ59465919 ScholiaQ59465919MaRDI QIDQ330119

Qunying Wu, Yayun Zhang

Publication date: 24 October 2016

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

Full work available at URL: https://doi.org/10.1186/s13660-016-1190-1

zbMATH Keywords

moving averageiterated logarithm lawmoment convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

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• Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables
• Large deviations for some weakly dependent random processes
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Complete moment convergence of moving-average processes under dependence assumptions
• Precise asymptotics of complete moment convergence on moving average
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics in complete moment convergence of moving-average processes
• Moment convergence rates in the law of logarithm for moving average process under dependence
• Complete Convergence and the Law of Large Numbers

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