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J. Korean Math. Soc. 2012; 49(2): 235-249
Printed March 1, 2012
https://doi.org/10.4134/JKMS.2012.49.2.235
Copyright © The Korean Mathematical Society.
Precise asymptotics of moving average process under $\phi$-mixing assumption
Jie Li
Zhejiang University of Finance and Economics
In the paper by Liu and Lin (Statist. Probab. Lett. 76 (2006), no. 16, 1787--1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under $\phi$-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.
Keywords: complete moment convergence, moving average, $\phi$-mixing, precise asymptotics
MSC numbers: Primary 60F05, 60G10
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