On Complete Convergence of Moving Average Process for AANA Sequence. (17th May 2012)

• Record Type: Journal Article
• Authors: Yang, Wenzhi; Wang, Xuejun; Ling, Nengxiang; Hu, Shuhe
• Other Names: Çinar Cengiz Academic Editor.
• Is Part Of: Discrete dynamics in nature and society. Volume 2012(2012)
• Publication Date: 2012-05-17
• Subjects: System analysis -- Periodicals; Dynamics -- Periodicals; Chaotic behavior in systems -- Periodicals; Differentiable dynamical systems -- Periodicals; 003.05
• DOI: 10.1155/2012/863931
• Languages: English
• ISSNs: 1026-0226

Abstract

Abstract : We investigate the moving average process such that X n = ∑ i = 1 ∞ a i Y i + n, n ≥ 1, where ∑ i = 1 ∞ | a i | < ∞ and { Y i, 1 ≤ i < ∞ } is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.