JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2020, Vol. 55 ›› Issue (6): 32-40.doi: 10.6040/j.issn.1671-9352.0.2019.703

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Precise asymptotics of complete moment convergence for ρ-mixing sequence

DENG Xiao-qin, WU Qun-ying*   

  1. College of Science, Guilin University of Technology, Guilin 541004, Guangxi, China
  • Published:2020-06-01

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Abstract: There is a ρ-mixing sequence with mean zero and same distribution. Under some suitable moment conditions, by using the central limit theorem for ρ-mixing sequence on moving average process and its moment inequality, and the method of multiple censoring, the paper obtain the relevant conclusion that precise asymptotics of complete moment convergence of the ρ-mixing random variables on the moving average process, which extends the result of independent random variables.

Key words: ρ-mixing sequence, moving-average process, complete moment convergence, precise asymptotics

CLC Number: 

  • O211.4
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