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JOURNALS // Lobachevskii Journal of Mathematics // Archive

Lobachevskii J. Math., 2006 Volume 21, Pages 45–55 (Mi ljm47)

A note on the rate of complete convergence for maximus of partial sums for moving average processes in Rademacher type Banach spaces

P. Chena, T.-Ch. Hub, A. I. Volodinc

a Jinan University
b National Tsing Hua University, Department of Mathematics
c University of Regina

Abstract: We obtain the complete convergence rates for maximums of partial sums of Banach space valued random elements consisting of a moving average process. The corresponding almost sure convergence results for partial sums are derived, too.

Keywords: Banach space valued random elements, complete convergence, almost sure convergence, Rademacher type $p$ Banach space, moving average.

Received: 28.03.2006

Language: English



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