Complete moment convergence of moving average processes under dependence assumptions

TS Kim, MH Ko - Statistics & Probability Letters, 2008 - Elsevier
Let {Yi;−∞< i<∞} be a doubly infinite sequence of identically distributed and ϕ-mixing
random variables with zero means and finite variance and {ai;−∞< i<∞} an absolutely …

Complete convergence of moving average processes under dependence assumptions

LX Zhang - Statistics & Probability Letters, 1996 - Elsevier
Let {Yi;−∞< i<∞} be a doubly infinite sequence of identically distributed and φ-mixing
random variables,{ai;−∞< i<∞} an absolutely summable sequence of real numbers. In this …

Limiting behaviour of moving average processes under φ-mixing assumption

P Chen, TC Hu, A Volodin - Statistics & Probability Letters, 2009 - Elsevier
Let {Yi,−∞< i<∞} be a doubly infinite sequence of identically distributed and φ-mixing
random variables,{ai,−∞< i<∞} an absolutely summable sequence of real numbers. In this …

Complete moment convergence of moving average processes under φ-mixing assumptions

X Zhou - Statistics & Probability Letters, 2010 - Elsevier
Let {Yi:−∞< i<∞} be a sequence of identically distributed φ-mixing random variables, and
{ai:−∞< i<∞} an absolutely summable sequence of real numbers. In this work we prove the …

[PDF][PDF] Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations

X Chen, Q Wu - AIMS Mathematics, 2022 - pdfs.semanticscholar.org
Complete convergence and complete integral convergence of partial sums Page 1 http://www.aimspress.com/journal/Math
AIMS Mathematics, 7(6): 9694–9715. DOI: 10.3934/math.2022540 Received: 25 December …

Complete convergence for moving average process of martingale differences

W Yang, S Hu, X Wang - Discrete Dynamics in Nature and …, 2012 - Wiley Online Library
Under some simple conditions, by using some techniques such as truncated method for
random variables (see eg, Gut (2005)) and properties of martingale differences, we studied …

Complete convergence for weighted sums of random variables

SH Sung - Statistics & probability letters, 2007 - Elsevier
We obtain new complete convergence results for weighted sums of independent random
variables. As a corollary, we obtain a result on the rate of convergence of moving average …

Convergence rates for probabilities of moderate deviations for moving average processes

PY Chen, DC Wang - Acta Mathematica Sinica, English Series, 2008 - Springer
The present paper first shows that, without any dependent structure assumptions for a
sequence of random variables, the refined results of the complete convergence for the …

Complete convergence of martingale arrays

S Ghosal, TK Chandra - Journal of Theoretical Probability, 1998 - Springer
We study complete convergence of martingale arrays under rather weak conditions. Our
results considerably strengthen many of the results available in the literature. As a tool, we …

Convergence of asymptotically almost negatively associated random variables with random coefficients

B Meng, D Wang, Q Wu - Communications in Statistics-Theory and …, 2023 - Taylor & Francis
In this paper, we investigate the complete convergence and complete moment convergence
of asymptotically almost negatively associated random variables with random coefficients …