Convergence rates for probabilities of moderate deviations for moving average processes

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 conver...

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Bibliographic Details
Published in:Acta mathematica Sinica. English series 2008-04, Vol.24 (4), p.611-622
Main Authors: Chen, Ping Yan, Wang, Ding Cheng
Format: Article
Language:English
Subjects:
Applied mathematics
Banach spaces
Convergence
Mathematics
Mathematics and Statistics
Probability
Random variables
Studies
Theorems
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Summary: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.
ISSN:1439-8516
1439-7617
DOI:10.1007/s10114-007-6062-7