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 |
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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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| _version_ | 1832565491875446784 |
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| author | Wenzhi Yang Xuejun Wang Nengxiang Ling Shuhe Hu |
| author_facet | Wenzhi Yang Xuejun Wang Nengxiang Ling Shuhe Hu |
| author_sort | Wenzhi Yang |
| collection | DOAJ |
| description | 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 normed partial sums are presented for this moving average process. |
| format | Article |
| id | doaj-art-17085470b4aa463c999d1f1b46ff6760 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-17085470b4aa463c999d1f1b46ff67602025-02-03T01:07:24ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2012-01-01201210.1155/2012/863931863931On Complete Convergence of Moving Average Process for AANA SequenceWenzhi Yang0Xuejun Wang1Nengxiang Ling2Shuhe Hu3School of Mathematical Science, Anhui University, Hefei 230039, ChinaSchool of Mathematical Science, Anhui University, Hefei 230039, ChinaSchool of Mathematics, Hefei University of Technology, Hefei 230009, ChinaSchool of Mathematical Science, Anhui University, Hefei 230039, ChinaWe 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 normed partial sums are presented for this moving average process.http://dx.doi.org/10.1155/2012/863931 |
| spellingShingle | Wenzhi Yang Xuejun Wang Nengxiang Ling Shuhe Hu On Complete Convergence of Moving Average Process for AANA Sequence Discrete Dynamics in Nature and Society |
| title | On Complete Convergence of Moving Average Process for AANA Sequence |
| title_full | On Complete Convergence of Moving Average Process for AANA Sequence |
| title_fullStr | On Complete Convergence of Moving Average Process for AANA Sequence |
| title_full_unstemmed | On Complete Convergence of Moving Average Process for AANA Sequence |
| title_short | On Complete Convergence of Moving Average Process for AANA Sequence |
| title_sort | on complete convergence of moving average process for aana sequence |
| url | http://dx.doi.org/10.1155/2012/863931 |
| work_keys_str_mv | AT wenzhiyang oncompleteconvergenceofmovingaverageprocessforaanasequence AT xuejunwang oncompleteconvergenceofmovingaverageprocessforaanasequence AT nengxiangling oncompleteconvergenceofmovingaverageprocessforaanasequence AT shuhehu oncompleteconvergenceofmovingaverageprocessforaanasequence |