Complete moment convergence for moving average processes generated by NSD sequences
GAO Yunfeng1, ZOU Guangyu2
1.College of Electrical and Information Engineering, Jilin Agriculture Science and Technology College, Jilin 132101,Jilin Province， China 2.School of Science, Changchun Institute of Technology, Changchun 130012, China
Abstract：Let {Yi, -∞ < i < ∞} be a sequence of identically distributed NSD random variables, and {ai, -∞ < i < ∞} be an absolutely summable sequence of real numbers. By using the moment inequality of NSD sequence and the property of slowly varying function, we obtain the complete moment convergence and strong law of large numbers for moving average processes generated by NSD sequences under some suitable conditions, which promote and improve the corresponding results.
高云峰, 邹广玉. NSD序列生成的移动平均过程的矩完全收敛性[J]. 浙江大学学报（理学版）, 2020, 47(2): 172-177.
GAO Yunfeng, ZOU Guangyu. Complete moment convergence for moving average processes generated by NSD sequences. Journal of ZheJIang University(Science Edition), 2020, 47(2): 172-177.
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2020, Vol. 47 
