NEW EXPONENTIAL PROBABILITY INEQUALITY AND COMPLETE CONVERGENCE FOR F-LNQD RANDOM VARIABLES SEQUENCE WITH APPLICATION TO AR(1)MODEL GENERATED BY F-LNQD ERRORS-Reference-Cited by-同舟云学术

NEW EXPONENTIAL PROBABILITY INEQUALITY AND COMPLETE CONVERGENCE FOR F-LNQD RANDOM VARIABLES SEQUENCE WITH APPLICATION TO AR(1)MODEL GENERATED BY F-LNQD ERRORS

Published:2021-06-30 Issue:2 Volume:21 Page:437-448
ISSN:2068-3049
Container-title:Journal of Science and Arts
language:en
Short-container-title:J. Sci. Arts

Author:

AZZEDINE NADJIA¹,ZEBLAH AMINA¹,BENAISSA SAMIR¹

Affiliation:

1. Djillali Liabes University, Laboratory of Statistics and Processes Stochastic, 22000 Sidi Bel Abbes, Algeria

Abstract

The exponential probability inequalities have been important tools in probability and statistics. In this paper, we prove a new tail probability inequality for the distri-butions of sums of conditionally linearly negative quadrant dependent (F-LNQD , in short) random variables, and obtain a result dealing with conditionally complete con-vergence of first-order autoregressive processes with identically distributed (F-LNQD) innovations.

Publisher

Valahia University of Targoviste - Journal of Science and Arts

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