Complete convergence of moving average processes under dependence assumptions

Let {Yi; -[infinity] < i < [infinity]} be a doubly infinite sequence of identically distributed and [phi]-mixing random variables, {ai; -[infinity] < i < [infinity]} an absolutely summable sequence of real numbers. In this paper, we prove the complete convergence of {[summation operator]k=1n [summation operator]i=-[infinity][infinity] ai+kYi/nl/t; n [greater-or-equal, slanted] 1} under some suitable conditions.

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Year of publication:	1996
Authors:	Zhang, Li-Xin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 2, p. 165-170
Publisher:	Elsevier
Subject:	Complete convergence Moving average [phi]-mixing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259273