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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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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
}. |
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ISSN: | 1005-1031 1993-0445 |
DOI: | 10.1007/s11766-008-0208-y |