# zbMATH — the first resource for mathematics

Limiting behaviour of moving average processes based on a sequence of $$\rho^{-}$$ mixing and negatively associated random variables. (English) Zbl 1132.60028
Summary: Let $$\{Y_i, -\infty < i < \infty\}$$ be a doubly infinite sequence of identically distributed $$\rho^{-}$$-mixing or negatively associated random variables, $$\{a_i, -\infty<i <\infty\}$$ a sequence of real numbers. In this paper, we prove the rate of convergence and strong law of large numbers for the partial sums of moving average processes $$\{\sum^{\infty}_{i=-\infty}a_iY_{i+n},n\geq 1\}$$, under some moment conditions.

##### MSC:
 60F15 Strong limit theorems
Full Text: