WOD序列移动平均过程的完全矩收敛性  

Complete Moment Convergence of Moving Average Processes under WOD Assumption

作　　者：赵倩君 杨炬 ZHAO Qianjun;YANG Ju(School of Statistics and Mathematics,Guangdong University of Finance and Economics,Guangzhou 510320,China)

机构地区：[1]广东财经大学统计与数学学院,广州510320

出　　处：《合肥学院学报（综合版）》2022年第5期15-20,33,共7页Journal of Hefei University：Comprehensive ED

摘　　要：设{Y_(n),-∞<n<+∞}是双侧无穷的随机变量序列,{a_(n),-∞<n<+∞}是绝对可和的实值常数序列。证明WOD下移动平均过程X_(n)=∑^(+∞)_(i=-∞)a_(i)Y_(i+n),n≥1的完全矩收敛性.这一结果部分地推广和改进了已有的研究结果。Assume {Y_(n),-∞<n<+∞}is a sequence of random variables of bilateral infinite,{a_(n),-∞<n<+∞}is an absolutely summable sequence of real constants.In this paper,we prove complete moment convergence of moving average processes X_(n)=∑^(+∞)_(i=-∞)a_(i)Y_(i+n),n≥1 under widely orthant dependent.We generalized and improved some consistent results.

关 键 词：WOD随机变量 移动平均过程 完全矩收敛 

分 类 号：O211.4[理学—概率论与数理统计]