Complete convergence for weighted sums of pairwise independent random variables

In the present paper, we have established the complete convergence for weighted sums of pairwise independent random variables, from which the rate of convergence of moving average processes is deduced.

Bibliographic Details
Main Authors: Ge Li, Liu Sanyang, Miao Yu
Format: Article
Language:English
Published: De Gruyter 2017-04-01
Series:Open Mathematics
Subjects:
Online Access:https://doi.org/10.1515/math-2017-0044