Limiting behaviour of moving average processes based on a~sequence of $\rho^-$ mixing and negatively associated random variables
Lobachevskii journal of mathematics, Tome 26 (2007), pp. 17-25
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Let $\{Y_i,-\infty$ be a doubly infinite sequence of identically distributed $\rho^-$-mixing or negatively associated random variables, $\{a_i,-\infty$ 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.
@article{LJM_2007_26_a2,
author = {K. Budsaba and P. Chen and A. I. Volodin},
title = {Limiting behaviour of moving average processes based on a~sequence of $\rho^-$ mixing and negatively associated random variables},
journal = {Lobachevskii journal of mathematics},
pages = {17--25},
publisher = {mathdoc},
volume = {26},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/LJM_2007_26_a2/}
}
TY - JOUR AU - K. Budsaba AU - P. Chen AU - A. I. Volodin TI - Limiting behaviour of moving average processes based on a~sequence of $\rho^-$ mixing and negatively associated random variables JO - Lobachevskii journal of mathematics PY - 2007 SP - 17 EP - 25 VL - 26 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/LJM_2007_26_a2/ LA - en ID - LJM_2007_26_a2 ER -
%0 Journal Article %A K. Budsaba %A P. Chen %A A. I. Volodin %T Limiting behaviour of moving average processes based on a~sequence of $\rho^-$ mixing and negatively associated random variables %J Lobachevskii journal of mathematics %D 2007 %P 17-25 %V 26 %I mathdoc %U http://geodesic.mathdoc.fr/item/LJM_2007_26_a2/ %G en %F LJM_2007_26_a2
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 journal of mathematics, Tome 26 (2007), pp. 17-25. http://geodesic.mathdoc.fr/item/LJM_2007_26_a2/