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A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes

✍ Scribed by Zang, Qing-pei

Book ID: 126540942
Publisher: Taylor and Francis Group
Year: 2013
Tongue: English
Weight: 133 KB
Volume: 42
Category: Article
ISSN: 0361-0926
DOI: 10.1080/03610926.2011.611323

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a b s t r a c t Let {X, X n ; n ≥ 1} be a sequence of independent and identically distributed (i.i.d.) random variables with X in the domain of attraction of the normal law and EX = 0. In this note, we obtain a new kind of complete moment convergence for self-normalized sums.