Complete convergence of moving average processes

Let {Yi; -[infinity]<i<[infinity]} be a doubly infinite sequence of i.i.d. random variables,{ai - [infinity] < i < [infinity]} an absolutely summable sequence of real numbers and 1 [less-than-or-equals, slant] t < 2. In this paper, we prove the complete convergence of {[summation operator]nk=1[summation operator][infinity]i=-[infinity]ai+kYi/n1/t;n[greater-or-equal, slanted]1}, assuming EY1=0 and EEY12t[infinity].

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Year of publication:	1992
Authors:	Li, Deli ; Bhaskara Rao, M. ; Wang, Xiangchen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 2, p. 111-114
Publisher:	Elsevier
Keywords:	Convergence in probability complete convergence moving average

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

Persistent link: https://www.econbiz.de/10005143398