Complete Convergence for Moving Average Process of Martingale Differences
Under some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for th...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2012/128492 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832558614326280192 |
|---|---|
| author | Wenzhi Yang Shuhe Hu Xuejun Wang |
| author_facet | Wenzhi Yang Shuhe Hu Xuejun Wang |
| author_sort | Wenzhi Yang |
| collection | DOAJ |
| description | Under some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones. |
| format | Article |
| id | doaj-art-b430570f7b8a441db2cbff39bd7ba024 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-b430570f7b8a441db2cbff39bd7ba0242025-02-03T01:32:04ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2012-01-01201210.1155/2012/128492128492Complete Convergence for Moving Average Process of Martingale DifferencesWenzhi Yang0Shuhe Hu1Xuejun Wang2School of Mathematical Science, Anhui University, Hefei 230039, ChinaSchool of Mathematical Science, Anhui University, Hefei 230039, ChinaSchool of Mathematical Science, Anhui University, Hefei 230039, ChinaUnder some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones.http://dx.doi.org/10.1155/2012/128492 |
| spellingShingle | Wenzhi Yang Shuhe Hu Xuejun Wang Complete Convergence for Moving Average Process of Martingale Differences Discrete Dynamics in Nature and Society |
| title | Complete Convergence for Moving Average Process of Martingale Differences |
| title_full | Complete Convergence for Moving Average Process of Martingale Differences |
| title_fullStr | Complete Convergence for Moving Average Process of Martingale Differences |
| title_full_unstemmed | Complete Convergence for Moving Average Process of Martingale Differences |
| title_short | Complete Convergence for Moving Average Process of Martingale Differences |
| title_sort | complete convergence for moving average process of martingale differences |
| url | http://dx.doi.org/10.1155/2012/128492 |
| work_keys_str_mv | AT wenzhiyang completeconvergenceformovingaverageprocessofmartingaledifferences AT shuhehu completeconvergenceformovingaverageprocessofmartingaledifferences AT xuejunwang completeconvergenceformovingaverageprocessofmartingaledifferences |