Complete and complete moment convergence for negatively associated random variables under exponential moment conditions

Qian Du, Huanhuan Ma and Yu Miao

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 15, 4909-4924

Abstract: This article is concerned with the complete convergence and complete moment convergence for negatively associated random variables under exponential moment conditions. Our main results presented can be seen as the extensions of the results of Qiu and Chen (2017). As a statistical application, we considered the autoregressive moving average time series of order (1, 1) (ARMA(1, 1)) under appropriate parameters.

Date: 2025
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DOI: 10.1080/03610926.2024.2430738

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