END随机变量移动平均过程的完全矩收敛性

doi:10.6040/j.issn.1671-9352.0.2014.359

山东大学学报（理学版） ›› 2015, Vol. 50 ›› Issue (06): 13-18.doi: 10.6040/j.issn.1671-9352.0.2014.359

END随机变量移动平均过程的完全矩收敛性

钱硕歌¹, 杨文志²

1. 中国科学技术大学统计与金融系, 安徽合肥 230026;
2. 安徽大学数学科学学院, 安徽合肥 230601

收稿日期:2014-08-07 修回日期:2015-05-11 出版日期:2015-06-20 发布日期:2015-07-31
作者简介:钱硕歌(1991-), 男, 硕士研究生, 研究方向为统计学极限理论和纵向数据处理.E-mail:qianshuoge@gmail.com
基金资助:
国家自然科学基金资助项目(11426032);安徽省自然科学基金资助项目(1408085QA02)

Complete moment convergence of moving average process for END random variables

QIAN Shuo-ge¹, YANG Wen-zhi²

1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, Anhui, China;
2. School of Mathematical Sciences, Anhui University, Hefei 230601, Anhui, China

Received:2014-08-07 Revised:2015-05-11 Online:2015-06-20 Published:2015-07-31

摘要/Abstract

摘要： 构造了基于END随机变量序列的移动平均过程,利用END随机变量序列的矩不等式,建立了END随机变量序列移动平均过程的完全矩收敛。作为推论, 得到该过程的完全收敛性。

关键词: END随机变量, 移动平均过程, 完全矩收敛, 完全收敛

Abstract: The moving average process based on END random variables was constructed. By using the moment inequality of END random variables, the complete moment convergence for this moving average process was established. As a corollary, its complete convergence was also presented.

Key words: complete convergence, END random variables, complete moment convergence, moving average process

中图分类号:

O211.4

钱硕歌, 杨文志. END随机变量移动平均过程的完全矩收敛性[J]. 山东大学学报（理学版）, 2015, 50(06): 13-18.

QIAN Shuo-ge, YANG Wen-zhi. Complete moment convergence of moving average process for END random variables[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(06): 13-18.

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END随机变量移动平均过程的完全矩收敛性

Complete moment convergence of moving average process for END random variables

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