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http://dx.doi.org/10.4134/BKMS.2010.47.3.585

PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE

Zang, Qing-Pei (Faculty of Science Jiangsu University, School of Mathematical Science Huaiyin Normal University)
Fu, Ke-Ang (School of Statistics and Mathematics Zhejiang Gongshang University)

Publication Information

Bulletin of the Korean Mathematical Society / v.47, no.3, 2010 , pp. 585-592 More about this Journal

Abstract

Let { $\varepsilon_i:-{\infty}$ } be a strictly stationary sequence of linearly positive quadrant dependent random variables and $\sum\limits\frac_{i=-{\infty}}^{\infty}|a_i|$ < $\infty$ . In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form $X_k=\sum\limits\frac_{i=-{\infty}}^{\infty}a_{i+k}{\varepsilon}_i,k{\geq}1$

Keywords

precise asymptotics; moving-average; linear positive quadrant dependence;

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