Complete Convergence for Linear Processes Generated by Positively Dependent Sequences

Qing Liu · Journal of Hangzhou Dianzi University · 2009

Linear process is an important object of research in time series analysis.Some limit results are obtained,but none for complete convergence for partial sum.Using typical method of studying complete convergence,this paper gets a sufficient condition for complete convergence for partial sum of linear processes generated by PA and pairwise PQD sequences,results similar to that for PA and pairwise PQD sequences are obtained.

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