Open Mathematics (Apr 2017)

Complete convergence for weighted sums of pairwise independent random variables

  • Ge Li,
  • Liu Sanyang,
  • Miao Yu

DOI
https://doi.org/10.1515/math-2017-0044
Journal volume & issue
Vol. 15, no. 1
pp. 467 – 476

Abstract

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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.

Keywords