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Yang, Wenzhi; Hu, Shuhe; Wang, Xuejun

Complete convergence for moving average process of martingale differences. (English) Zbl 1261.60038

Discrete Dyn. Nat. Soc. 2012, Article ID 128492, 16 p. (2012).
The authors prove Baum-Katz type results for moving average processes based on martingale difference sequences, the elements of which are uniformly dominated by a non-negative random variable.
Reviewer: Allan Gut (Uppsala)

Cited in 4 Documents

MSC:

60F15 Strong limit theorems
60G42 Martingales with discrete parameter

Keywords:

complete convergence; moving average; martingale difference sequence
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\textit{W. Yang} et al., Discrete Dyn. Nat. Soc. 2012, Article ID 128492, 16 p. (2012; Zbl 1261.60038)
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References:

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