On the convergence of moving average processes under dependent conditions |
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Authors: | Jong-Il Baek Tae-Sung Kim Han-Ying Liang |
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Institution: | Wonkwang University;, Tongji University |
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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. |
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Keywords: | convergence law of logarithm moving average negatively associated random variable |
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