On moments of the maximum of partial sums of moving average processes under dependence assumptions |
| |
Authors: | Xing-cai Zhou Jin-guan Lin |
| |
Affiliation: | (1) Department of Mathematics, Zhejiang University, Hangzhou, 310028, P. R. China;(2) Department of Statistics, Zhejiang Gongshang University, Hangzhou, 310035, P. R. China |
| |
Abstract: | Let {Y i ;−∞ < i < ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables and let {a i ;−∞ < i < ∞} be an absolutely summable sequence of real numbers. In this paper we study the moments of $mathop {sup }limits_{n geqslant 1} left| {sumlimits_{k = 1 - infty }^n {sumlimits_{}^infty {a_i Y_{i + k} /n^{1/r} } } } right|^p (1 leqslant r < 2,p > 0)$mathop {sup }limits_{n geqslant 1} left| {sumlimits_{k = 1 - infty }^n {sumlimits_{}^infty {a_i Y_{i + k} /n^{1/r} } } } right|^p (1 leqslant r < 2,p > 0) under the conditions of some moments. |
| |
Keywords: | Moving average -mixing Moments |
本文献已被 CNKI 维普 SpringerLink 等数据库收录! |
|