吉林大学学报(理学版)2016,Vol.54Issue(5):1017-1021,5.DOI:10.13413/j.cnki.jdxblxb.2016.05.15
非平稳鞅差序列生成的滑动平均过程精确渐近性的一般结果
A General Result on Precise Asymptotics for Moving-Average Process for Generation of Nonstationary Martingale Difference Sequences
摘要
Abstract
By using the weak convergence theorem and the moment inequality of nonstationary martingale difference sequence, we obtained a general form of precise asymptotics in complete moment convergence for sums of moving-average process for more general boundary function and quasi weight function.关键词
非平稳鞅差序列/滑动平均过程/矩完全收敛性/精确渐近性/一般形式Key words
nonstationary martingale difference sequence/moving-average process/complete moment convergence/precise asymptotics/general form分类
数理科学引用本文复制引用
关丽红,韩海燕,赵亚男..非平稳鞅差序列生成的滑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),2016,54(5):1017-1021,5.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)