Complete moment convergence of moving-average processes under END assumptions
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DOI: 10.1080/03610926.2020.1767138
Abstract: Abstract Let be a doubly infinite sequence of identically distributed and extended negatively dependent random variables with zero means and finite variance and be an absolutely summable sequence of real numbers. In this paper, we… read more here.
Keywords: complete moment; moment convergence; moving average; convergence moving ... See more keywords