Title : ( Complete convergence of moving-average processes under )
Authors: Mohammad Amini , حمید رضا نیلی ثانی , Abolghasem Bozorgnia ,
Full TextAbstract
The complete convergence obtained for moving-average processes of the forms P1j=−1 cj+kYj andP1j=0 cjYk−j , for all k 1, where {Yj ,−1 < j < 1} be a doubly infinite sequence of negative dependence sub-gaussian random variables and {cj ,−1 < j < 1} is an absolutely summable sequence of real numbers. Moreover we proved the rate of complete convergence of the sequence { 1 np Pn k=1 Xk, n 1} under some suitable conditions
Keywords
, Moving-average processes, Complete convergence, Negative dependence, Sub-gaussian random variables
@inproceedings{paperid:1007020,
author = {Amini, Mohammad and حمید رضا نیلی ثانی and Bozorgnia, Abolghasem},
title = {Complete convergence of moving-average processes under},
booktitle = {سی و نهمین کنفرانس ریاضی ایران},
year = {2008},
location = {IRAN},
keywords = {Moving-average processes; Complete convergence; Negative dependence; Sub-gaussian
random variables},
}
%0 Conference Proceedings
%T Complete convergence of moving-average processes under
%A Amini, Mohammad
%A حمید رضا نیلی ثانی
%A Bozorgnia, Abolghasem
%J سی و نهمین کنفرانس ریاضی ایران
%D 2008
