On the convergence of moving average processes under dependent conditions
On the convergence of moving average processes under dependent conditions
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DOI：
10.1111/1467-842x.00287
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发表时间：
2003-09
影响因子：
1.1
通讯作者：
J. Baek;Tae-sung Kim;Han-Ying Liang
中科院分区：
文献类型：
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作者：
J. Baek;Tae-sung Kim;Han-Ying Liang
本文研究了一组负相关随机变量序列的移动平均过程。讨论了在适当条件下移动平均过程的完全收敛性。这些结果推广和补充了先前关于独立随机变量的结果。此外，还解决了一类独立同分布随机变量序列的一个猜想，并削弱了它的矩条件。
This paper considers a moving average process for a sequence of negatively associated random variables. It discusses the complete convergence of such a moving average process under suitable conditions. These results generalize and complement earlier results on independent random variables. Also, a conjecture for the case of a sequence of independent and identically distributed random variables is resolved and its moment condition weakened.