Bulletin of the Iranian Mathematical Society, Volume (38), No (3), Year (2012-9) , Pages (843-852)

Title : ( Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions )

Authors: Mohammad Amini , Hamid Reza Nili Sani , Abolghasem Bozorgnia ,

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Abstract

The complete convergence is investigated for moving- average processes of doubly in nite sequence of negative dependence sub-Gaussian random variables with zero means, nite variances and absolutely summable coecients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coecients.

Keywords

, Moving-average processes, complete convergence, negative dependence, sub- Gaussian random variables.
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@article{paperid:1032342,
author = {Amini, Mohammad and Hamid Reza Nili Sani and Bozorgnia, Abolghasem},
title = {Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions},
journal = {Bulletin of the Iranian Mathematical Society},
year = {2012},
volume = {38},
number = {3},
month = {September},
issn = {1735-8515},
pages = {843--852},
numpages = {9},
keywords = {Moving-average processes; complete convergence; negative dependence; sub- Gaussian random variables.},
}

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%0 Journal Article
%T Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions
%A Amini, Mohammad
%A Hamid Reza Nili Sani
%A Bozorgnia, Abolghasem
%J Bulletin of the Iranian Mathematical Society
%@ 1735-8515
%D 2012

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