Further research on complete moment convergence for moving average process of a class of random variables. (English) Zbl 1395.60037
Summary: In this article, the complete moment convergence for the partial sum of moving average processes \(\{X_{n}=\sum_{i=-\infty}^{\infty}a_{i}Y_{i+n},n\geq 1\}\) is established under some mild conditions, where \(\{Y_{i},-\infty < i<\infty\}\) is a doubly infinite sequence of random variables satisfying the Rosenthal type maximal inequality and \(\{a_{i},-\infty< i<\infty\}\) is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results given by M.-H. Ko [ibid. 2015, Paper No. 225, 9 p. (2015; Zbl 1335.60039)].
Keywords:
complete moment convergence; moving average process; Rosenthal type maximal inequality; slowly varying functionCitations:
Zbl 1335.60039References:
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