On Complete Convergence of Moving Average Process for AANA Sequence
We investigate the moving average process such that Xn=∑i=1∞aiYi+n, n≥1, where ∑i=1∞|ai|<∞ and {Yi, 1≤i<∞} is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2012/863931 |
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