On Complete Convergence of Moving Average Process for AANA Sequence
We investigate the moving average process such that Xn=∑i=1∞aiYi+n, n≥1, where ∑i=1∞|ai|<∞ and {Yi, 1≤i<∞} is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2012/863931 |
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| Summary: | We investigate the moving average process such that Xn=∑i=1∞aiYi+n, n≥1, where ∑i=1∞|ai|<∞ and {Yi, 1≤i<∞} is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process. |
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| ISSN: | 1026-0226 1607-887X |