ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES

DOI10.4134/CKMS.2008.23.4.597zbMath1168.60346OpenAlexW2070840587MaRDI QIDQ3393848

Mi-Hwa Ko, Tae-Sung Kim, Dae-Hee Ryu

Publication date: 27 August 2009

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/ckms.2008.23.4.597

zbMATH Keywords

moving average process\(\rho^*\)-mixingcomplete moment convergencemoment inequality

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (5)

Limiting behaviors of linear processes with random coefficients based on m-ANA random variables ⋮ Convergence of Moving Average Processes for Dependent Random Variables ⋮ Complete moment convergence for the dependent linear processes with random coefficients ⋮ Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption ⋮ Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

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