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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description	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.
doi_str_mv	10.1007/s11253-024-02269-z
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subjects	Algebra Analysis Applications of Mathematics Convergence Geometry Mathematics Mathematics and Statistics Random variables Sequences Statistics
title	Convergence of Baum–Katz Series for Sums Whose Terms are Elements of a Linear mth Order Autoregressive Sequence
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