Journal of Jilin University Science Edition

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Precise Asymptotics in Complete Moment Convergence for Linear Process of α-Mixing Sequences

ZOU Guangyu   

  1. School of Science, Changchun Institute of Technology, Changchun 130012, China
  • Received:2014-02-28 Online:2014-11-26 Published:2014-12-11
  • Contact: ZOU Guangyu E-mail:jingyang999@126.com

Abstract:

Applying the moment inequality of α-mixing sequence and the asymptotic distribution  for linear processes generated by α-mixing sequences, the author
 obtained some results on precise asymptotics in complete moment convergence for linear process generated by α-mixing sequences.

Key words: α-mixing sequence, linear process, complete moment convergence, precise asymptotics

CLC Number: 

  • O211.4