Complete moment convergence of moving average processes under ρ-mixing assumption
Tóm tắt
Let {Y
i
: −∞ < i < ∞} be a doubly infinite sequence of identically distributed ρ-mixing random variables, and {a
i
: −∞ < i < ∞} an absolutely summable sequence of real numbers. In this paper we prove the complete moment convergence for the partial sums of moving average processes
$\{ X_n = \sum\limits_{i = - \infty }^\infty {a_i Y_{i + n,} n \geqslant 1} \} $
based on the sequence {Y
i
: −∞ < i < ∞} of ρ-mixing random variables under some suitable conditions.
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