Complete moment convergence of moving-average process generated by a class of random variables

Yang Ding, Xuefei Tang, Hui Wang and Xuejun Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 22, 10903-10913

Abstract: In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015). The results obtained in this article generalize some corresponding ones for some dependent sequences.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2016.1252401 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10903-10913

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2016.1252401

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().