Convergence rates in the law of large numbers for long-range dependent linear processes

Convergence rates in the law of large numbers for long-range dependent linear processes

Abstract Baum and Katz (Trans. Am. Math. Soc. 120:108-123, 1965) obtained convergence rates in the Marcinkiewicz-Zygmund law of large numbers. Their result has already been extended to the short-range dependent linear processes by many authors. In this paper, we extend the result of Baum and Katz to...

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Bibliographic Details
Main Authors: Tao Zhang, Pingyan Chen, Soo Hak Sung
Format: Article
Language:English
Published: SpringerOpen 2017-10-01
Series:Journal of Inequalities and Applications
Subjects:
linear process
convergence rate
Marcinkiewicz-Zygmund law of large numbers
Online Access:http://link.springer.com/article/10.1186/s13660-017-1517-6

Internet

http://link.springer.com/article/10.1186/s13660-017-1517-6

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