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JOURNALS // Lobachevskii Journal of Mathematics // Archive

Lobachevskii J. Math., 2007 Volume 26, Pages 17–25 (Mi ljm23)

Limiting behaviour of moving average processes based on a sequence of $\rho^-$ mixing and negatively associated random variables

K. Budsabaa, P. Chenb, A. I. Volodinc

a Thammasat University
b Jinan University
c University of Regina

Abstract: Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed $\rho^-$-mixing or negatively associated random variables, $\{a_i,-\infty<i<\infty\}$ a sequence of real numbers. In this paper, we prove the rate of convergence and strong law of large numbers for the partial sums of moving average processes $\{\sum_{i=-\infty}^\infty a_iY_{i+n},n\ge1\}$ under some moment conditions.

Submitted by: D. Kh. Mushtari
Received: 18.03.2007

Language: English



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