Complete convergence for moving average processes associated to heavy-tailed distributions and applications

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:420

Article

Li, Wei¹  Chen, Pingyan²  Hu, Tien-Chung³ 

[1] Zhongkai Univ Agr & Engn, Coll Computat Sci, Guangzhou 510225, Guangdong, Peoples R China

[2] Jinan Univ, Dept Math, Guangzhou 510632, Guangdong, Peoples R China

[3] Natl Tsing Hua Univ, Dept Math, Hsinchu 30013, Taiwan

关键词: Complete convergence;    Heavy-tailed distribution;    Integral test;    Law of the iterated logarithm;    Moving average process;   

DOI  :  10.1016/j.jmaa.2014.05.071

来源: Elsevier

【 摘 要 】

The complete convergence is obtained for the moving average processes associated to heavy-tailed distributions via integral test. As the applications, two versions of Chover's law of the iterated logarithm are deduced. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

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