Complete moment 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 with zero means and finite variance and {ai;-[infinity]<i<[infinity]} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of under some suitable conditions, i.e., we extend Theorem 1.1 of Li and Zhang [Li, Y.X., Zhang, L.X., 2004. Complete moment convergence of moving average processes under dependence assumptions. Statist. Probab. Lett. 70, 191-197] to the [phi]-mixing case.
Year of publication: |
2008
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Authors: | Kim, Tae-Sung ; Ko, Mi-Hwa |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 7, p. 839-846
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Publisher: |
Elsevier |
Saved in:
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