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.
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)
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
关键词
WOD随机变量
移动平均过程
完全矩收敛
widely orthant dependent random variables
moving average processes
