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On Complete Convergence of Moving Average Process for AANA Sequence

Author

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  • Wenzhi Yang
  • Xuejun Wang
  • Nengxiang Ling
  • Shuhe Hu

Abstract

We investigate the moving average process such that , , where and is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.

Suggested Citation

  • Wenzhi Yang & Xuejun Wang & Nengxiang Ling & Shuhe Hu, 2012. "On Complete Convergence of Moving Average Process for AANA Sequence," Discrete Dynamics in Nature and Society, Hindawi, vol. 2012, pages 1-24, May.
    • Handle: RePEc:hin:jnddns:863931
    DOI: 10.1155/2012/863931
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