Complete moment convergence for the widely orthant dependent linear processes with random coefficients

Dawei Lu and Lina Wang

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 3, 811-825

Abstract: The main purpose of this paper is to obtain the complete moment convergence for widely orthant dependent linear processes with random coefficients in form Xt=∑j=−∞∞Ajεt−j, where {εn,n∈ℤ} is a sequence of stochastically dominated WOD random variables and {An,n∈ℤ} is a sequence of random variables.

Date: 2022
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DOI: 10.1080/03610926.2020.1756328

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