Complete Convergence for Moving Average Processes under m-WOD Random Variables
Sign Up to like & getrecommendations! Published in 2024 at "Wuhan University Journal of Natural Sciences"
DOI: 10.1051/wujns/2024296529
Abstract: The m-widely orthant dependent (m-WOD) sequences are very weak dependent random variables. In the paper, the authors investigate the moving average processes, which is generated by m-WOD random variables. By using the tail cut technique… read more here.
Keywords: average processes; wod random; random variables; moving average ... See more keywords
Bayesian Estimation of Multivariate Pure Moving Average Processes
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DOI: 10.1109/access.2022.3146724
Abstract: The multivariate estimation problems arise if the observations are available for several related variables of interest. The multivariate time series may be found in many fields of application such as economics, meteorology and utilities. The… read more here.
Keywords: time series; average processes; bayesian estimation; moving average ... See more keywords
Complete moment convergence of CWOD sequences and moving average processes based on CWOD in Hilbert spaces
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DOI: 10.2298/fil2429373c
Abstract: In this paper, the concept of coordinatewise widely orthant dependent (CWOD) random vectors is introduced. Some results on complete moment convergence of CWOD sequence and the convergence properties of moving average processes based on CWOD… read more here.
Keywords: average processes; moving average; moment convergence; complete moment ... See more keywords