Complete moment convergence of moving average process generated by a class of random variables

Journal of inequalities and applications

Mi-Hwa Ko¹ 

关键词: complete moment convergence;    moving average process;    Rosenthal-type maximal inequality;    weak mean domination;    slowly varying;    60F15;   

DOI  :  10.1186/s13660-015-0745-x

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this paper, we establish the complete moment convergence of a moving average process generated by the class of random variables satisfying a Rosenthal-type maximal inequality and a weak mean dominating condition with a mean dominating variable.

【 授权许可】

CC BY