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Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions

Article 60, Volume 38, Number 3, September 2012, Page 843-852  XML PDF (278 K)
Document Type: Research Paper
Authors
1Mohammad Amini ; 2Hamid Reza Nili Sani; 1Abolghasem Bozorgnia
1Ferdowsi University of Mashhad
2University of Birjand
Abstract
The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.
Keywords
Moving-average processes; Complete convergence; Negative dependence; sub-gaussian random variables
Main Subjects
60-XX Probability theory and stochastic processes
Statistics
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