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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
References:
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.
Submitted by: D. Kh. Mushtari
Received: 18.03.2007
Bibliographic databases:
Language: English
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
Citation in format AMSBIB
\Bibitem{BudCheVol07}
\by K.~Budsaba, P.~Chen, A.~I.~Volodin
\paper Limiting behaviour of moving average processes based on a~sequence of $\rho^-$ mixing and negatively associated random variables
\jour Lobachevskii J. Math.
\yr 2007
\vol 26
\pages 17--25
\mathnet{http://mi.mathnet.ru/ljm23}
\zmath{https://zbmath.org/?q=an:1132.60028}
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