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Lobachevskii Journal of Mathematics, 2007, том 26, страницы 17–25
(Mi ljm23)
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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
Аннотация:
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.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/ljm23 https://www.mathnet.ru/rus/ljm/v26/p17
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Страница аннотации: | 361 | PDF полного текста: | 102 | Список литературы: | 44 |
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