应用数学2012，Vol.25Issue(1)：118-125,8.
负相关样本平滑移动过程的矩完全收敛性
Complete Moment Convergence of Moving Average Processes under Negative Association Assumptions
摘要
Abstract
The moving average processes Xk =Σ∞i=-∞ai+kYi is investigated,where {Yi,-∞＜i＜∞} is a double infinite sequence of negatively associated random variables which is stochastically dominated by a random variable X,and {ai,-∞＜i＜∞} is an absolutely summable sequence of real numbers.We prove the complete moment convergence of moving average processes under some suitable conditions,improving the former results.关键词
平滑移动过程/负相关/完全收敛性/矩完全收敛性Key words
Moving average process/Negative association/Complete convergence/Complete moment convergence分类
数理科学引用本文复制引用
郭明乐,戴佳佳,祝东进..负相关样本平滑移动过程的矩完全收敛性[J].应用数学,2012,25(1):118-125,8.基金项目
Supported by the National Natural Science Foundation of China(10901003) （10901003）
