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**On complete convergence of moving average process for AANA sequence.**
*(English)*
Zbl 1247.60043

Summary: We investigate the moving average process such that \(X_n = \sum^\infty_{i=1} a_i Y_{i+n}, n \geq 1\), where \(\sum^\infty_{i=1} |a_i| < \infty\) and \(\{Y_i, 1 \leq i < \infty\}\) is a sequence of asymptotically almost negatively associated (AANA) random variables. The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.

### Keywords:

moving average process; sequence of asymptotically almost negatively associated (AANA) random variables; complete convergence; complete moment convergence
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\textit{W. Yang} et al., Discrete Dyn. Nat. Soc. 2012, Article ID 863931, 24 p. (2012; Zbl 1247.60043)

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