Journal of Jilin University Science Edition

Previous Articles     Next Articles

Precise Asymptotics of Complete Moment Convergenceofφ-Mixing Moving Average Process

ZHANG Yayun, WU Qunying   

  1. College of Science, Guilin University of Techology, Guilin 541004, Guangxi Zhuang Autonomous Region, China
  • Received:2016-03-04 Online:2017-01-26 Published:2017-02-02
  • Contact: WU Qunying E-mail:wqy666@glut.edu.cn

Abstract: By using the central limit theorem and the moment inequality of the moving average process, we obtained the precise asymptotics of complete moment convergence for partial sum of a class of φ-mixing moving average process.

Key words: precise asymptotics, moving average process, complete moment convergence, φ-mixing

CLC Number: 

  • O211.4