本文研究了平均移动过程的矩完全收敛性及其精确渐近性问题.利用正相协随机变量的性质,类似于文献Kim,Ko(2008)和Baek et al.(2008)中的方法,获得了由正相协随机变量生成的平均移动过程矩完全收敛的条件及精确渐近性,从而推广了负相协随机变量生成的平均移动过程有关文献的相关结果.
In this paper, we study the complete moment convergence and its precise asymp- totics of moving average processes. By using the properties of positively associated random vari- ables, and the method in Kim and Ko (2008) and Baek et al. (2008), we give the conditions of complete moment convergence, and obtain the precise asymptotics for moving average processes. Our results are some generalizations of previous results for moving average processes based on negatively associated random variables.