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ρ-混合序列移动平均过程的完全矩收敛的收敛速率

邓小芹 吴群英

应用数学2017,Vol.30Issue(3):652-664,13.
应用数学2017,Vol.30Issue(3):652-664,13.

ρ-混合序列移动平均过程的完全矩收敛的收敛速率

Convergence Rates of Complete Moment Convergence on Moving Average Process for ρ-Mixing Sequence

邓小芹 1吴群英1

作者信息

  • 1. 桂林理工大学理学院,广西桂林541006
  • 折叠

摘要

Abstract

In this paper,under some suitable moment conditions,by using the central limit theorem for ρ-mixing sequence on moving average process and its moment inequality,and the method of multiple censoring,we obtain the relevant conclusions of moment convergence rates of complete moment convergence of the ρ-mixing sequence on the moving average process,which expand the scope of application.

关键词

ρ-混合序列/移动平均过程/完全矩收敛/收敛速率

Key words

ρ-mixing sequence/Moving-average process/Complete moment convergence/Convergence rate

分类

数理科学

引用本文复制引用

邓小芹,吴群英..ρ-混合序列移动平均过程的完全矩收敛的收敛速率[J].应用数学,2017,30(3):652-664,13.

基金项目

Supported by National Natural Science Fundation of China(11361019 and 11661029),and the Guangxi China Science Foundation (2015GXNSFAA139008) (11361019 and 11661029)

应用数学

OA北大核心CSCDCSTPCD

1001-9847

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