A general result on precise asymptotics for linear processes of positively associated sequences

Let { ε t ; t ∈ Z + } be a strictly stationary sequence of associated random variables with mean zeros, let 0 < Eε 1 2 < ∞ and with 0 < σ 2 < ∞. { a j ; j ∈ Z + } is a sequence of real numbers satisfying . Define a linear process , and . Assume that E |ε 1 | 2+ δ ′ < ∞ for some δ′ >...

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Veröffentlicht in:Applied Mathematics-A Journal of Chinese Universities 2008-06, Vol.23 (2), p.190-196
Hauptverfasser: Tan, Xi-li, Yang, Xiao-yun
Format: Artikel
Sprache:eng
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Zusammenfassung:Let { ε t ; t ∈ Z + } be a strictly stationary sequence of associated random variables with mean zeros, let 0 < Eε 1 2 < ∞ and with 0 < σ 2 < ∞. { a j ; j ∈ Z + } is a sequence of real numbers satisfying . Define a linear process , and . Assume that E |ε 1 | 2+ δ ′ < ∞ for some δ′ > 0 and µ( n ) = O ( n − ρ ) for some ρ > 0. This paper achieves a general law of precise asymptotics for { S n }.
ISSN:1005-1031
1993-0445
DOI:10.1007/s11766-008-0208-y