Article ID Journal Published Year Pages File Type
1155147 Statistics & Probability Letters 2008 6 Pages PDF
Abstract
Let {ξk,k∈Z} be a strictly stationary negatively associated sequence of H-valued random variables with Eξk=0,E‖ξk‖<∞ and E‖ξk‖2<∞ and {ak,k∈Z} a sequence of linear operators such that ∑j=0∞j‖aj‖L(H)<∞. For a linear process Xk=∑j=0∞ajξk−j we derive that n−1∑k=1nXk→0 almost surely as n→∞.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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