Complete moment convergence of moving average processes under $ρ$-mixing assumption

In: Mathematica Slovaca, vol. 61, no. 6

Xing-Cai Zhou - Jin-Guan Lin

Details:

Year, pages: 2011, 979 - 992

Keywords:

moving average, $\rho$-mixing, complete moment convergence

DOI: https://doi.org/10.2478/s12175-011-0063-9

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Let $\{Y_i: -∞i: -∞n=∑_i=-∞^∞ a_iY_i+n, n≥1\}$ based on the sequence $\{Y_i: -∞

How to cite:

ISO 690:

Zhou, X., Lin, J. 2011. Complete moment convergence of moving average processes under $ρ$-mixing assumption. In Mathematica Slovaca, vol. 61, no.6, pp. 979-992. 0139-9918. DOI: https://doi.org/10.2478/s12175-011-0063-9

APA:

Zhou, X., Lin, J. (2011). Complete moment convergence of moving average processes under $ρ$-mixing assumption. Mathematica Slovaca, 61(6), 979-992. 0139-9918. DOI: https://doi.org/10.2478/s12175-011-0063-9

About edition: