Complete moment convergence of moving-average processes under dependence assumptions

Li Yun-xia and Zhang Li-xin

Statistics & Probability Letters, 2004, vol. 70, issue 3, 191-197

Abstract: In this paper, we discuss moving-average process , where is a doubly infinite sequence of identically distributed negatively associated random variables with zero means and finite variances, and is an absolutely summable sequence of real numbers. We prove the complete moment convergence of under some suitable conditions.

Keywords: Moving-average; process; Negative; association; Complete; moment; convergence (search for similar items in EconPapers)
Date: 2004
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