Convergence rates in the complete moment of moving-average processes

Mathematica Slovaca

Qing-pei Zang¹ 

关键词: Rosenthal type inequality;    precise asymptotics;    complete moment;    moving-average processes;   

DOI  :  10.2478/s12175-012-0058-1

学科分类：数学（综合）

来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute

【 摘 要 】

In this paper, we discuss precise asymptotics for a new kind of moment convergence of the moving-average process $$X_k = sumlimits_{i = - infty }^infty {a_{i + k} varepsilon _i }$$, k ≥1, where {ε i: −∞ < i < ∞} is a doubly infinite sequence of independent identically distributed random variables with mean zero and the finiteness of variance, {α i: −∞ < i < ∞} is an absolutely summable sequence of real numbers, i.e., $$sumlimits_{i = - infty }^infty {left| {a_i } ight| < infty }$$.

【 授权许可】

Unknown