Kamon Budsaba, Pingyan Chen, and Andrei Volodin

Limiting Behaviour of Moving Average Processes Based on a Sequence of ρ- Mixing and Negatively Associated Random Variables

(Lobachevskii Journal of Mathematics, Vol.26, pp.17-25 )

Let (Yi, -∞ < i < ∞) be a doubly infinite sequence of identically distributed ρ--mixing or negatively associated random variables, (ai, -∞< i <∞) a sequence of real numbers. In this paper, we prove the rate of convergence and strong law of large numbers for the partial sums of moving average processes i=-∞aiYi+n,n≥1, under some moment conditions.



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