ρ-混合序列移动平均过程的完全矩收敛的收敛速率（英文）  

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

作　　者：邓小芹[1] 吴群英[1] 

机构地区：[1]桂林理工大学理学院,广西桂林541006

出　　处：《应用数学》2017年第3期652-664,共13页Mathematica Applicata

基　　金：Supported by National Natural Science Fundation of China(11361019 and 11661029);the Guangxi China Science Foundation(2015GXNSFAA139008)

摘　　要：本文在适当的矩条件下,通过利用ρ-混合序列移动平均过程的中心极限定理及其矩不等式,采用多重截尾的方法,获得了ρ-混合序列关于移动平均过程完全矩收敛的收敛速率相关结论,扩大了应用范围.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 

分 类 号：O211.4[理学—概率论与数理统计]