Complete Convergence for Moving Average Process of Martingale Differences. (8th July 2012)

• Record Type: Journal Article
• Authors: Yang, Wenzhi; Hu, Shuhe; Wang, Xuejun
• Other Names: Qian Chuanxi Academic Editor.
• Is Part Of: Discrete dynamics in nature and society. Volume 2012(2012)
• Publication Date: 2012-07-08
• Subjects: System analysis -- Periodicals; Dynamics -- Periodicals; Chaotic behavior in systems -- Periodicals; Differentiable dynamical systems -- Periodicals; 003.05
• DOI: 10.1155/2012/128492
• Languages: English
• ISSNs: 1026-0226

Abstract

Abstract : Under some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones.