Complete Convergence for Moving Average Process of Martingale Differences | Zendy

Wenzhi Yang | Zendy; Shuhe Hu | Zendy; Xuejun Wang | Zendy

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Complete Convergence for Moving Average Process of Martingale Differences

Author(s) -

Wenzhi Yang,

Shuhe Hu,

Xuejun Wang

Publication year - 2012

Publication title -

discrete dynamics in nature and society

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.264

H-Index - 39

eISSN - 1607-887X

pISSN - 1026-0226

DOI - 10.1155/2012/128492

Subject(s) - martingale (probability theory) , mathematics , convergence (economics) , local martingale , martingale difference sequence , weak convergence , computer science , economics , computer security , asset (computer security) , economic growth

Under some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones. Copyright © 2012 Wenzhi Yang et al.

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