Journal of the Korean Statistical Society

  • 제33권3호
  • /
  • Pages.271-282
  • /
  • 2004
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  • 1226-3192(pISSN)
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  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

ON COMPLETE CONVERGENCE OF WEIGHTED SUMS OF ø-MIXING RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Baek, J.I. (School of Mathematics and Informational Statistics and Institute of Basic Natural Science and School of Business Administration, Wonkwang University) ;
  • Liang, H.Y. (Department of Applied Mathematics, Tongji University) ;
  • Choi, Y.K. (Department of Mathematics, Kyungsang National University) ;
  • Chung, H.I. (School of Mathematics and Informational Statistics and Institute of Basic Natural Science and School of Business Administration, Wonkwang University)
  • 발행 : 2004.09.01
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초록

We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.

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참고문헌

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