Skip navigation
Skip navigation

Convergence Rates for Probabilities of Moderate Deviations for Moving Average Processes

Chen, Ping-Yan; Wang, Dingcheng

Description

The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some...[Show more]

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
URI: http://hdl.handle.net/1885/31554
Source: Acta Mathematica Sinica
DOI: 10.1007/s10114-007-6062-7

Download

File Description SizeFormat Image
01_Chen_Convergence_Rates_for_2008.pdf216.46 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator