Limiting behaviour of moving average processes under -mixing assumption-Reference-Cited by-同舟云学术

Limiting behaviour of moving average processes under -mixing assumption

Published:2009-01 Issue:1 Volume:79 Page:105-111
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Chen Pingyan,Hu Tien-Chung,Volodin Andrei

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Large deviations for some weakly dependent random processes;Burton;Statist. Probab. Lett.,1990

2. A note on the rate of complete convergence for maximums of partial sums for moving average processes in Randemacher type Banach spaces;Chen;Lobachevskii J. Math.,2006

3. Complete convergence and the law of large numbers;Hsu;Proc. Natl. Acad. Sci. USA,1947

4. Some limit theorem for stationary processes;Ibragimov;Theory Probab. Appl.,1962

5. Complete convergence of moving average processes;Li;Statist. Probab. Lett.,1992

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