Limiting behaviour of moving average processes under [phi]-mixing assumption
Let {Yi,-[infinity]<i<[infinity]} be a doubly infinite sequence of identically distributed [phi]-mixing random variables, {ai,-[infinity]<i<[infinity]} be an absolutely summable sequence of real numbers. In this paper we prove the complete convergence and Marcinkiewicz-Zygmund strong law of large numbers for the partial sums of moving average processes based on the sequence {Yi,-[infinity]<i<[infinity]} of [phi]-mixing random variables, improving the result of [Zhang, L., 1996. Complete convergence of moving average processes under dependence assumptions. Statist. Probab. Lett. 30, 165-170].
Year of publication: |
2009
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Authors: | Chen, Pingyan ; Hu, Tien-Chung ; Volodin, Andrei |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 1, p. 105-111
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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