| 由ALNQD序列生成的移动平均过程的大数定律及重对数律的精确渐近性 |
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| 引用本文： | 张勇,赵世舜,董志山.由ALNQD序列生成的移动平均过程的大数定律及重对数律的精确渐近性[J].东北数学,2007,23(6). |
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| 作者姓名： | 张勇 赵世舜 董志山 |
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| 摘 要： |
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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.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). |
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| Authors: | ZHANG Yong ZHAO Shi-shun DONG Zhi-shan |
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| Abstract: | In this paper,we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajεt-j under some suitable conditions,where {εt,t ∈ Z} is a sequence of stationary ALNQD randomvariables with mean zeros and finite variances. |
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| Keywords: | ALNQD random variable moving-average process precise asymptotic |
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