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A COMPLETE CONVERGENCE FOR LINEAR PROCESS UNDER ρ-MIXING ASSUMPTION

Kim, Hyun-Chull (Department of Mathematics Education Daebul University)
Ryu, Dae-Hee (Department of Computer Science ChungWoon University)

Publication Information

Journal of the Chungcheong Mathematical Society / v.23, no.1, 2010 , pp. 127-136 More about this Journal

Abstract

For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$ -mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

Keywords

moving average process; complete convergence; $\rho$ -mixing; identically distributed;

Citations & Related Records

Reference

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