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: | Wenzhi Yang, Shuhe Hu, Xuejun Wang |
---|---|
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!
|
Similar Items
-
On Complete Convergence of Moving Average Process for AANA Sequence
by: Wenzhi Yang, et al.
Published: (2012-01-01) -
The Convergence of Double-Indexed Weighted Sums of Martingale Differences and Its Application
by: Wenzhi Yang, et al.
Published: (2014-01-01) -
Convergence Properties for Asymptotically almost Negatively Associated Sequence
by: Xuejun Wang, et al.
Published: (2010-01-01) -
Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale
by: Andriy Yurachkivsky
Published: (2011-01-01) -
Complete Consistency of the Estimator of Nonparametric Regression Models Based on ρ~-Mixing Sequences
by: Xuejun Wang, et al.
Published: (2012-01-01)