Acta mathematica scientia,Series A ›› 2015, Vol. 35 ›› Issue (4): 756-768.

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large Convergence for Moving Average Processes Under END Set-up

Qiu Dehua1, Chen Pingyan2   

  1. 1 School of Mathematics and Statistics, Guangdong University of Finance and Economics, Guangzhou 510320;
    2 Department of Mathematics, Jinan University, Guangzhou 510630
  • Received:2014-07-10 Revised:2015-02-12 Online:2015-08-25 Published:2015-08-25

Abstract:

Let {Yn,-∞< n< +∞} be a doubly infinite sequence of non-identically distributed extended negatively dependent (END) random variables, {an,-∞< n< +∞} an absolutely summable sequence of real numbers. Utilizing the Rademacher-Menshov's inequality of END random variables, the complete convergence and complete moment convergence of the maximal partial sums of moving average processes Xn=ai Yi+n,n≥ are obtained, the corresponding results in series of previous papers are enriched and extended.

Key words: Complete convergence, Complete moment convergence, END random variable, Moving average process

CLC Number: 

  • O211.4
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