|
Lobachevskii Journal of Mathematics, 2007, Volume 26, Pages 17–25
(Mi ljm23)
|
|
|
|
Limiting behaviour of moving average processes based on a sequence of $\rho^-$ mixing and negatively associated random variables
K. Budsabaa, P. Chenb, A. I. Volodinc a Thammasat University
b Jinan University
c University of Regina
Abstract:
Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed $\rho^-$-mixing or negatively associated random variables, $\{a_i,-\infty<i<\infty\}$ a sequence of real numbers. In this paper, we prove the rate of convergence and strong law of large numbers for the partial sums of moving average processes $\{\sum_{i=-\infty}^\infty a_iY_{i+n},n\ge1\}$ under some moment conditions.
Citation:
K. Budsaba, P. Chen, A. I. Volodin, “Limiting behaviour of moving average processes based on a sequence of $\rho^-$ mixing and negatively associated random variables”, Lobachevskii J. Math., 26 (2007), 17–25
Linking options:
https://www.mathnet.ru/eng/ljm23 https://www.mathnet.ru/eng/ljm/v26/p17
|
|