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On the convergence of moving average processes under dependent conditions
Authors:Jong-Il Baek  Tae-Sung Kim  Han-Ying Liang
Institution:Wonkwang University;, Tongji University
Abstract:This paper considers a moving average process for a sequence of negatively associated random variables. It discusses the complete convergence of such a moving average process under suitable conditions. These results generalize and complement earlier results on independent random variables. Also, a conjecture for the case of a sequence of independent and identically distributed random variables is resolved and its moment condition weakened.
Keywords:convergence  law of logarithm  moving average  negatively associated random variable
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