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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

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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. 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. 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

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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
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