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

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

Xing-Cai Zhou - Jin-Guan Lin

Detaily:

Rok, strany: 2011, 979 - 992

Kľúčové slová:

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

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

O článku:

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

Ako citovať:

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

O vydaní: