کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145123 957451 2008 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the complete convergence of weighted sums for arrays of negatively associated variables
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On the complete convergence of weighted sums for arrays of negatively associated variables
چکیده انگلیسی

We discuss the complete convergence of weighted sums for arrays of row negatively associated (NA) random variables. As an application, we obtain the complete convergence of moving average processes based on NA random variables, which extends the result of Li et al. [Li D., Rao, M. B., Wang, X. C. (1992). Complete convergence of moving average processes. Statistics & Probability Letters, 14, 111–114], including the results of [Baum L. E., Katz, M. (1965). Convergence rates in the law of large numbers. Transactions of the American Mathematical Society, 120, 108–123], from i.i.d. case to NA setting. Also, the results of Ahmed et al. [Ahmed, S. E., Antonini, R. G., Volodin, A. (2002). On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes. Statistics & Probability Letters, 58, 185–194] are complemented, and their conjecture on moving average processes is answered in NA case.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 37, Issue 1, March 2008, Pages 73–80
نویسندگان
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