Complete moment convergence of moving average processes under dependence assumptions
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Publication:927355
DOI10.1016/j.spl.2007.09.009zbMath1140.60315OpenAlexW1974741806MaRDI QIDQ927355
Publication date: 5 June 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.009
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)
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Cites Work
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- Large deviations for some weakly dependent random processes
- Complete convergence of moving average processes under dependence assumptions
- Complete convergence of moving average processes
- Almost sure invariance principles for mixing sequences of random variables
- Complete convergence for weighted sums of negatively associated random variables
- Complete moment convergence of moving-average processes under dependence assumptions
- On the convergence of moving average processes under dependent conditions
- Some Limit Theorems for Stationary Processes
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