On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes

We obtain complete convergence results for arrays of rowwise independent Banach space valued random elements. In the main result no assumptions are made concerning the geometry of the underlying Banach space. As corollaries we obtain a result on complete convergence in stable type p Banach spaces and on the complete convergence of moving average processes.

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Year of publication:	2002
Authors:	Ahmed, S. Ejaz ; Antonini, Rita Giuliano ; Volodin, Andrei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 2, p. 185-194
Publisher:	Elsevier
Keywords:	Array of Banach space valued random elements Stable type p Banach space Rowwise independence Weighted sums Complete convergence Rate of convergence Almost sure convergence Convergence in probability Moving average

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005319858