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Convergence Rates for Probabilities of Moderate Deviations for Moving Average Processes 被引量:14

Convergence Rates for Probabilities of Moderate Deviations for Moving Average Processes
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摘要 The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results. The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2008年第4期611-622,共12页 数学学报(英文版)
基金 National Natural Science Foundation of China (Grant No.60574002) MASCOS grant from Australian Research Council National Natural Science Foundation of China (Grant No.70671018)
关键词 complete convergence complete moment convergence moderate deviation law of the iterated logarithm invariance principle moving average process complete convergence, complete moment convergence, moderate deviation, law of the iterated logarithm, invariance principle, moving average process
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