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Complete moment convergence for moving average process based on m-WOD random variables.

Authors :
Wang, Rui
Shen, Aiting
Source :
Communications in Statistics: Theory & Methods. 2023, Vol. 52 Issue 19, p7041-7056. 16p.
Publication Year :
2023

Abstract

In this paper, some results on complete moment convergence of moving average process generated by m-WOD random variables are established. The results improve and extend some corresponding ones in the literature. As corollaries, two new results on Marcinkiewicz-Zygmund type strong law of large numbers are established for moving average processes generated by m-WOD random variables and respectively, m-END random variables. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
52
Issue :
19
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
169729835
Full Text :
https://doi.org/10.1080/03610926.2022.2037649