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On Moments of the Maximum of Partial Sums of Moving Average Processes under Dependence Assumptions

On Moments of the Maximum of Partial Sums of Moving Average Processes under Dependence Assumptions
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摘要 Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments. Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2011年第4期691-696,共6页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China (No. 11001052, 10971097) the Anhui Provincial Natural Science Foundation (No. 11040606M04) the Anhui Provincial College Excellent Young Talents Foundation (No. 2009SQRZ176ZD)
关键词 Moving average Φ-MIXING MOMENTS Moving average φ-mixing Moments
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