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Complete convergence of moving average processes

Author

Listed:
  • Li, Deli
  • Bhaskara Rao, M.
  • Wang, Xiangchen

Abstract

Let {Yi; -[infinity]

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:14:y:1992:i:2:p:111-114
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    Citations

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    Cited by:

    1. Berkes, István & Weber, Michel, 2007. "On complete convergence of triangular arrays of independent random variables," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 952-963, June.
    2. Sung, Soo Hak, 2009. "A note on the complete convergence of moving average processes," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1387-1390, June.
    3. Zhou, Xingcai, 2010. "Complete moment convergence of moving average processes under [phi]-mixing assumptions," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 285-292, March.
    4. Sung, Soo Hak, 2007. "Complete convergence for weighted sums of random variables," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 303-311, February.
    5. 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.
    6. Subhashis Ghosal & Tapas K. Chandra, 1998. "Complete Convergence of Martingale Arrays," Journal of Theoretical Probability, Springer, vol. 11(3), pages 621-631, July.
    7. 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.
    8. Son, Ta Cong & Thang, Dang Hung & Dung, Le Van, 2012. "Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1978-1985.
    9. Yun-xia, Li & Li-xin, Zhang, 2004. "Complete moment convergence of moving-average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 191-197, December.
    10. Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei, 2002. "On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 185-194, June.
    11. Zhang, Li-Xin, 1996. "Complete convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 165-170, October.
    12. Kim, Tae-Sung & Ko, Mi-Hwa, 2008. "Complete moment convergence of moving average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 839-846, May.
    13. Wenzhi Yang & Shuhe Hu & Xuejun Wang, 2012. "Complete Convergence for Moving Average Process of Martingale Differences," Discrete Dynamics in Nature and Society, Hindawi, vol. 2012, pages 1-16, July.
    14. Sung, Soo Hak, 1999. "Weak law of large numbers for arrays of random variables," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 293-298, April.
    15. Yun-Xia, Li, 2006. "Precise asymptotics in complete moment convergence of moving-average processes," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1305-1315, July.
    16. Jong-Il Baek & Sung-Tae Park, 2010. "RETRACTED ARTICLE: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications," Journal of Theoretical Probability, Springer, vol. 23(2), pages 362-377, June.

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