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...

Full description

Saved in:
Bibliographic Details
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!