Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152033 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
In this paper, the complete moment convergence of weighted sums for ρ∗ρ∗-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ρ∗ρ∗-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ρ∗ρ∗-mixing setting.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mingle Guo, Dongjin Zhu,