Title of article :
Complete convergence for moving average processes associated to heavy-tailed distributions and applications
Author/Authors :
Li، نويسنده , , Wei and Chen، نويسنده , , Pingyan and Hu، نويسنده , , Tien-Chung، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2014
Abstract :
The complete convergence is obtained for the moving average processes associated to heavy-tailed distributions via integral test. As the applications, two versions of Choverʹs law of the iterated logarithm are deduced.
Keywords :
Complete convergence , Heavy-tailed distribution , Integral test , Moving average process , Law of the iterated logarithm
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications
