| Title:
|
Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions (English) |
| Author:
|
Zhou, Xing-Cai |
| Author:
|
Lin, Jin-Guan |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
59 |
| Issue:
|
1 |
| Year:
|
2014 |
| Pages:
|
69-83 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Let $\{Y_i, -\infty <i<\infty \}$ be a doubly infinite sequence of identically distributed $\varphi $-mixing random variables, and $\{a_i, -\infty <i<\infty \}$ an absolutely summable sequence of real numbers. We prove the complete $q$-order moment convergence for the partial sums of moving average processes $\Big \{X_n=\sum _{i=-\infty }^\infty a_i Y_{i+n},n\geq 1\Big \}$ based on the sequence $\{Y_i, -\infty <i<\infty \}$ of $\varphi $-mixing random variables under some suitable conditions. These results generalize and complement earlier results. (English) |
| Keyword:
|
moving average |
| Keyword:
|
$\varphi $-mixing |
| Keyword:
|
complete convergence |
| Keyword:
|
$q$-order moment |
| Keyword:
|
maximum of partial sums |
| MSC:
|
60F15 |
| MSC:
|
60G50 |
| idZBL:
|
Zbl 06346373 |
| idMR:
|
MR3164577 |
| DOI:
|
10.1007/s10492-014-0042-x |
| . |
| Date available:
|
2014-01-28T13:57:39Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/143599 |
| . |
| Reference:
|
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