On Complete Convergence of Moving Average Process for AANA Sequence

الملخص EN

We investigate the moving average process such that Xn=∑i=1∞aiYi+n, n≥1, where ∑i=1∞|ai|<∞ and {Yi, 1≤i<∞} is a sequence of asymptotically almost negatively associated (AANA) random variables.

The complete convergence, complete moment convergence, and the existence of the moment of supermum of normed partial sums are presented for this moving average process.