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

S. Ejaz Ahmed, Rita Giuliano Antonini and Andrei Volodin

Statistics & Probability Letters, 2002, vol. 58, issue 2, 185-194

Abstract: 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.

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 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (6)

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