The Convergence of a Moving Average Process of AANA Random Variables |
| |
| Authors: | TAN Jia-xin HUANG Qian HU Qi YANG Wen-zhi |
| |
| Institution: | School of Mathematical Sciences, Anhui University, Hefei 230601, China |
| |
| Abstract: | Based on the asymptotically almost negatively associated(AANA) random vari-ables, we investigate the complete moment convergence for a moving average process under the moment condition EY log(1+Y )] < ∞. As an application, Marcinkiewicz-Zygmund-type strong law of large numbers for this moving average process is presented in this paper. |
| |
| Keywords: | AANA random variables complete moment convergence moving average pro-cess |
| 本文献已被 万方数据 等数据库收录！ |
