Moment convergence rates in the law of iterated logarithm for moving average process under dependence
Abstract We assume that X k = ∑ i = − ∞ + ∞ a i ξ i + k $X_{k}=\sum_{i=-\infty}^{+\infty}a_{i}\xi_{i+k}$ is a moving average process and { ξ i , − ∞ < i < + ∞ } $\{\xi_{i},-\infty< i<+\infty\}$ is a doubly infinite sequence of identically distributed and dependent random variables with z...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2016-10-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-016-1190-1 |