Geodesic
Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions
Applications of Mathematics, Tome 59 (2014) no. 1, pp. 69-83 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Let $\{Y_i, -\infty $ be a doubly infinite sequence of identically distributed $\varphi $-mixing random variables, and $\{a_i, -\infty $ an absolutely summable sequence of real numbers. We prove the complete $q$-order moment convergence for the partial sums of moving average processes $\Big \{X_n=\sum _{i=-\infty }^\infty a_i Y_{i+n},n\geq 1\Big \}$ based on the sequence $\{Y_i, -\infty $ of $\varphi $-mixing random variables under some suitable conditions. These results generalize and complement earlier results.
Let $\{Y_i, -\infty $ be a doubly infinite sequence of identically distributed $\varphi $-mixing random variables, and $\{a_i, -\infty $ an absolutely summable sequence of real numbers. We prove the complete $q$-order moment convergence for the partial sums of moving average processes $\Big \{X_n=\sum _{i=-\infty }^\infty a_i Y_{i+n},n\geq 1\Big \}$ based on the sequence $\{Y_i, -\infty $ of $\varphi $-mixing random variables under some suitable conditions. These results generalize and complement earlier results.
DOI : 10.1007/s10492-014-0042-x
Classification : 60F15, 60G50
Keywords: moving average; $\varphi $-mixing; complete convergence; $q$-order moment; maximum of partial sums 
@article{10_1007_s10492_014_0042_x,
     author = {Zhou, Xing-Cai and Lin, Jin-Guan},
     title = {Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions},
     journal = {Applications of Mathematics},
     pages = {69--83},
     year = {2014},
     volume = {59},
     number = {1},
     doi = {10.1007/s10492-014-0042-x},
     mrnumber = {3164577},
     zbl = {06346373},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-014-0042-x/}
}
TY  - JOUR
AU  - Zhou, Xing-Cai
AU  - Lin, Jin-Guan
TI  - Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions
JO  - Applications of Mathematics
PY  - 2014
SP  - 69
EP  - 83
VL  - 59
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10492-014-0042-x/
DO  - 10.1007/s10492-014-0042-x
LA  - en
ID  - 10_1007_s10492_014_0042_x
ER  - 
%0 Journal Article
%A Zhou, Xing-Cai
%A Lin, Jin-Guan
%T Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions
%J Applications of Mathematics
%D 2014
%P 69-83
%V 59
%N 1
%U http://geodesic.mathdoc.fr/articles/10.1007/s10492-014-0042-x/
%R 10.1007/s10492-014-0042-x
%G en
%F 10_1007_s10492_014_0042_x
Zhou, Xing-Cai; Lin, Jin-Guan. Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions. Applications of Mathematics, Tome 59 (2014) no. 1, pp. 69-83. doi: 10.1007/s10492-014-0042-x

Cité par Sources :