On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements
Tae-Sung Kim () and
Mi-Hwa Ko ()
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Tae-Sung Kim: WonKwang University
Mi-Hwa Ko: WonKwang University
Journal of Theoretical Probability, 2008, vol. 21, issue 2, 431-436
Abstract:
Abstract Let {Y i ;−∞ 0 then $\sum_{n=1}^{\infty}n^{-1}P\{\|\sum_{i=1}^{n}V_{i}\|>\epsilon n^{\frac{1}{\mu}}\} 0.
Keywords: Banach space valued random elements; Complete convergence; Rate of convergence; Convergence in probability; Moving average processes; 60B12; 60F05; 60F25 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10959-007-0118-6
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