吉林大学学报（理学版）Issue(4)：623-628,6.DOI:10.13413/j.cnki.jdxblxb.2015.04.07
由 ALNQD 序列生成移动平均过程精确渐近性的一般结果
A General Result on the Precise Asymptotics for Moving-Average Process Generated by ALNQD Sequences
摘要
Abstract
Let {εk ,-∞<k <∞}be a sequence of stationary asymptotically linear negative quadrant dependent (ALNQD)random variables with mean zeros and define the moving-average process as{X t =∑∞k=0 a kεt-k ,t ≥ 1},where {a k ,k ≥0}is a sequence of absolute summable real numbers by the weak convergence theorem and the moment inequality of ALNQD sequence,the authors obtained a general result of precise rates in complete moment convergence of sums and maximum sums of moving-average process for more general boundary function and weighted function,this extends and generalizes the known results.关键词
渐近线性坐标负相依/移动平均过程/矩完全收敛性/精确渐近性/一般结果Key words
asymptotically linear negative quadrant dependent (ALNQD)/moving-average process/complete moment convergence/precise asymptotics/general result分类
数理科学引用本文复制引用
关丽红,赵亚男..由 ALNQD 序列生成移动平均过程精确渐近性的一般结果[J].吉林大学学报（理学版）,2015,(4):623-628,6.基金项目
国家自然科学基金(批准号:11371085)、吉林省教育厅“十二五”规划科技项目(批准号:吉教科合字2014526 （批准号:11371085）
2014294)和吉林省科技发展计划项目(批准号:130101JC01017717) （批准号:130101JC01017717）
