| Complete $q$-Moment Convergence of Moving Average Processes under $\varphi$-mixing Assumption |
| Received:September 12, 2009 Revised:January 18, 2010 |
| Key Words:
moving average $\varphi$-mixing complete moment convergence.
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| Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.10871001; 10971097), the Anhui Provincial Natural Science Foundation of China (Grant No.11040606M04) and the Anhui Province College Excellent Young Talents Fundation of China (Grant No.2009SQRZ176ZD). |
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| Abstract: |
| In this paper, we study the complete $q$-moment convergence of moving average processes under $\varphi$-mixing assumption. The results obtained not only extend some previous known results, but also improve them. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2011.04.014 |
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