| Precise Asymptotics in the Law of Large Numbers and the Law of Iterated Logarithm of Moving-Average Process Generated by ALNQD Sequences |
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| 作者姓名： | 张勇 赵世舜 董志山 |
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| 作者单位： | [1]Institute of Mathematics, Jilin University, Changchun, 130012 [2]School of Mathematics and Statistics, Northeast Normal University, Changchun, 130024 |
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| 基金项目： | Foundation item： The NNSF （10571073） of China. |
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| 摘 要： | In this paper, we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajEt-j under some suitable conditions, where {εt, t∈ Z} is a sequence j=0 of stationary ALNQD random variables with mean zeros and finite variances.
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| 关 键 词： | ALNQD序列 移动平均过程 大数定律 重对数律 精确渐近性 |
| 文章编号： | 1000-1778（2007）06-0549-14 |
| 收稿时间： | 2007-08-30 |
| 修稿时间： | 2007年8月30日 |
Precise Asymptotics in the Law of Large Numbers and the Law of Iterated Logarithm of Moving-Average Process Generated by ALNQD Sequences |
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| ZHANG Yong, ZHAO Shi-shun,DONG Zhi-shan . School of Mathematics and Statistics, Northeast Normal University, Changchun,.Precise Asymptotics in the Law of Large Numbers and the Law of Iterated Logarithm of Moving-Average Process Generated by ALNQD Sequences[J].Northeastern Mathematical Journal,2007,23(6):549-562. |
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| Authors: | ZHANG Yong ZHAO Shi-shun DONG Zhi-shan School of Mathematics and Statistics Northeast Normal University Changchun |
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| Institution: | 1. Institute of Mathematics, Jilin University, Changchun, 130012 |
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| Abstract: | |
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| Keywords: | ALNQD random variable moving-average process precise asymptotic |
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