Complete Moment Convergence of Moving Average Processes Generated by Negatively Associated Sequences
Complete Moment Convergence of Moving Average Processes Generated by Negatively Associated Sequences
Let {<TEX>$X_i,-{\infty}$</TEX> < 1 < <TEX>$\infty$</TEX>} be a doubly infinite sequence of identically distributed and negatively associated random variables with mean zero and finite variance and {<TEX>$a_i,\;-{\infty}$</TEX> < i < <TEX>${\infty}$</TEX>} be an absolutely summable sequence of real numbers. Define a moving average process as <TEX>$Y_n={\sum}_{i=-\infty}^{\infty}a_{i+n}X_i$</TEX>, n <TEX>$\geq$</TEX> 1 and …