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The Davis–Gut law for moving average processes

Author

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  • Liu, Xiangdong
  • Qian, Hangyong
  • Cao, Linqiu

Abstract

An analog of the Davis–Gut law for moving average processes is obtained, which extends the results of Li and Rosalsky (2007) and Chen and Wang (2008).

Suggested Citation

  • Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu, 2015. "The Davis–Gut law for moving average processes," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 1-6.
    • Handle: RePEc:eee:stapro:v:104:y:2015:i:c:p:1-6
    DOI: 10.1016/j.spl.2015.04.024
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    References listed on IDEAS

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    1. Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen, 1992. "Complete convergence of moving average processes," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 111-114, May.
    2. Zhang, Li-Xin, 1996. "Complete convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 165-170, October.
    3. Burton, Robert M. & Dehling, Herold, 1990. "Large deviations for some weakly dependent random processes," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 397-401, May.
    4. Chen, Pingyan & Hu, Tien-Chung & Volodin, Andrei, 2009. "Limiting behaviour of moving average processes under [phi]-mixing assumption," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 105-111, January.
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