Convergence of Baum–Katz Series for Sums Whose Terms are Elements of a Linear mth Order Autoregressive Sequence

Convergence of Baum–Katz Series for Sums Whose Terms are Elements of a Linear mth Order Autoregressive Sequence

We establish necessary and sufficient conditions for the convergence of the Baum–Katz series for the sums of elements of linear m th order autoregressive sequences of random variables.

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Veröffentlicht in:Ukrainian mathematical journal 2024-02, Vol.75 (9), p.1407-1419
Hauptverfasser: Ilienko, Maryna, Polishchuk, Anastasiia
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Analysis
Applications of Mathematics
Convergence
Geometry
Mathematics
Mathematics and Statistics
Random variables
Sequences
Statistics
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Beschreibung
Zusammenfassung:We establish necessary and sufficient conditions for the convergence of the Baum–Katz series for the sums of elements of linear m th order autoregressive sequences of random variables.
ISSN:0041-5995
1573-9376
DOI:10.1007/s11253-024-02269-z