Complete moment convergence of moving average processes for m-WOD sequence

Abstract In this paper, the complete moment convergence for the partial sum of moving average processes { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } $\{X_{n}=\sum_{i=-\infty }^{\infty }a_{i}Y_{i+n},n\geq 1\}$ is established under some mild conditions, where { Y i , − ∞ < i < ∞ } $\{Y_{i},-\infty...

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Bibliographic Details
Main Authors: Lihong Guan, Yushan Xiao, Yanan Zhao
Format: Article
Language:English
Published: SpringerOpen 2021-01-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:https://doi.org/10.1186/s13660-021-02546-6