Precise asymptotics in complete moment convergence of moving-average processes

Li Yun-Xia

Statistics & Probability Letters, 2006, vol. 76, issue 13, 1305-1315

Abstract: In this paper, we discuss moving-average process , where {[var epsilon]i;-[infinity] 1+p/2, then where Z has a normal distribution with mean 0 and variance .

Keywords: Moving-average; process; Complete; moment; convergence; Berry-Esséen; inequality (search for similar items in EconPapers)
Date: 2006
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