Complete moment convergence of moving-average process generated by a class of random variables |
| |
Authors: | Yang Ding Xuefei Tang Hui Wang |
| |
Affiliation: | 1. School of Mathematics and Finance, Chuzhou University, P.R. China;2. School of Mathematical Sciences, Anhui University, Hefei, P.R. China |
| |
Abstract: | In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):1–9. Article ID 225.[Crossref], [Web of Science ®] , [Google Scholar]); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):1–9. Article ID 225.[Crossref], [Web of Science ®] , [Google Scholar]). The results obtained in this article generalize some corresponding ones for some dependent sequences. |
| |
Keywords: | Complete moment convergence Moving-average process Rosenthal-type maximal inequality Slowly varying function Weak mean domination. |
|
|