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Convergence rates in the complete moment of moving-average processes

In: Mathematica Slovaca, vol. 62, no. 5
Qing-Pei Zang
Detaily:
Rok, strany: 2012, 967 - 978
Kľúčové slová:
Rosenthal type inequality, precise asymptotics, complete moment, moving-average processes
O článku:
In this paper, we discuss precise asymptotics for a new kind of moment convergence of the moving-average process $Xk=∑i=-∞ ai+kεi$, $k≥1$, where $\{εi: -∞i: -∞i=-∞|ai|<∞$.
Ako citovať:
ISO 690:
Zang, Q. 2012. Convergence rates in the complete moment of moving-average processes. In Mathematica Slovaca, vol. 62, no.5, pp. 967-978. 0139-9918. DOI: https://doi.org/10.2478/s12175-012-0058-1

APA:
Zang, Q. (2012). Convergence rates in the complete moment of moving-average processes. Mathematica Slovaca, 62(5), 967-978. 0139-9918. DOI: https://doi.org/10.2478/s12175-012-0058-1
O vydaní: