Acta mathematica scientia,Series A ›› 2011, Vol. 31 ›› Issue (1): 179-187.

• Articles • Previous Articles     Next Articles

Limiting Behavior of Moving Average Processes of Martingale Difference Sequences

 CHEN Ping-Yan1, LI Yuan-Mei2   

  1. 1.Department |of Mathematics, Jinan University, Guangzhou |510630;2.Department of Statistics, Jinan University, Guangzhou 510630
  • Received:2008-10-12 Revised:2009-11-24 Online:2011-02-25 Published:2011-02-25
  • Supported by:

    国家自然科学基金资助项目

Abstract:

In this paper, for the moving average processes of martingale differences, the complete convergence, Marcinkiewicz-Zygmund strong law of large number and complete moment convergence are obtained and the existence of the moments of supermum of normed partial sums is discussed, which extend and improve some well-known results.

Key words: Complete convergence, Marcinkiewicz-Zygmund strong laws of large numbers, Complete moment convergence, Moving average process, Martingale difference sequence,  Moments of supremum of normed partial sums

CLC Number: 

  • 60F15
Trendmd