On Moments of the Maximum of Partial Sums of Moving Average Processes under Dependence Assumptions  

作　　者：Xing-cai ZHOU Jin-guan LIN 

机构地区：[1]Department of Mathematics, Southeast University, Nanjing 210096, China [2]Department of Mathematics and Computer Science, Tongling University, Tongling 244000, China

出　　处：《Acta Mathematicae Applicatae Sinica》2011年第4期691-696,共6页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China (No. 11001052, 10971097);the Anhui Provincial Natural Science Foundation (No. 11040606M04);the Anhui Provincial College Excellent Young Talents Foundation (No. 2009SQRZ176ZD)

摘　　要：Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-｜∞∑^n∑^∞aiYi＋k/n^1/r｜^p（1〈r〈2,P〉0）under the conditions of some moments.Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-｜∞∑^n∑^∞aiYi＋k/n^1/r｜^p（1〈r〈2,P〉0）under the conditions of some moments.

关 键 词：Moving average Φ-MIXING MOMENTS 

分 类 号：O211.6[理学—概率论与数理统计] O211.4[理学—数学]