吉林大学学报(理学版)2017,Vol.55Issue(1):61-69,9.DOI:10.13413/j.cnki.jdxblxb.2017.01.11
φ-混合移动平均过程完全矩收敛的精确渐近性
Precise Asymptotics of Complete Moment Convergence of φ-Mixing Moving Average Process
摘要
Abstract
By using the central limit theorem and the moment inequality of the moving average process,we obtained the precise asymptotics of complete moment convergence for partial sum of a class ofφ-mixing moving average process.关键词
移动平均过程/φ-混合/精确渐近性/完全矩收敛Key words
moving average process/φ-mixing/precise asymptotics/complete moment convergence分类
数理科学引用本文复制引用
张亚运,吴群英..φ-混合移动平均过程完全矩收敛的精确渐近性[J].吉林大学学报(理学版),2017,55(1):61-69,9.基金项目
国家自然科学基金(批准号:11361019)和广西自然科学基金(批准号:2015GXNSFAA139008). (批准号:11361019)