COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

DOI10.4134/JKMS.2008.45.2.355zbMath1152.60029MaRDI QIDQ3513980

Tae-Sung Kim, Mi-Hwa Ko, Yong-Kab Choi

Publication date: 21 July 2008

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (10)

Convergence rates in the law of large numbers and new kinds of convergence of random variables ⋮ On complete convergence of moving average process for AANA sequence ⋮ Toeplitz lemma, complete convergence, and complete moment convergence ⋮ Convergence of Moving Average Processes for Dependent Random Variables ⋮ Complete convergence for moving average process of martingale differences ⋮ Complete moment convergence for the dependent linear processes with random coefficients ⋮ Complete moment convergence of moving average processes under ρ-mixing assumption ⋮ Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption ⋮ Complete f-moment convergence of moving average process and its application to nonparametric regression models ⋮ Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

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