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http://dx.doi.org/10.4134/JKMS.2008.45.2.355

COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES WITH DEPENDENT INNOVATIONS

Kim, Tae-Sung (DEPARTMENT OF MATHEMATICS WONKWANG UNIVERSITY)
Ko, Mi-Hwa (DEPARTMENT OF MATHEMATICS WONKWANG UNIVERSITY)
Choi, Yong-Kab (DIVISION OF MATHEMATICS AND INFORMATION STATISTICS GYEONGSANG NATIONAL UNIVERSITY)

Publication Information

Journal of the Korean Mathematical Society / v.45, no.2, 2008 , pp. 355-365 More about this Journal

Abstract

Let $${Y_i;-\infty$ < $i$ < $\infty}$$ be a doubly infinite sequence of identically distributed and $\phi$ -mixing random variables with zero means and finite variances and $${a_i;-\infty$ < $i$ < $\infty}$$ an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of ${{\sum}_{k=1}^{n}\;{\sum}_{i=-\infty}^{\infty}\;a_{i+k}Y_i/n^{1/p};n\geq1}$ under some suitable conditions.

Keywords

moving average process; complete moment convergence $\phi$ -mixing;

Citations & Related Records

Times Cited By Web Of Science : 4 (Related Records In Web of Science)
Times Cited By SCOPUS : 3

Reference
Cited By SCOPUS

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1	/ Communications in Statistics - Theory and Methods
2	/ Mathematica Slovaca
3	/