Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables

Mingle Guo and Dongjin Zhu

Statistics & Probability Letters, 2013, vol. 83, issue 1, 13-20

Abstract: In this paper, the complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ρ∗-mixing setting.

Keywords: ρ∗-mixing sequence of random variables; Weighted sums; Complete convergence; Complete moment convergence (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2012.08.015

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