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.
@article{bwmeta1.element.doi-10_1515_math-2017-0044,
author = {Li Ge and Sanyang Liu and Yu Miao},
title = {Complete convergence for weighted sums of pairwise independent random variables},
journal = {Open Mathematics},
volume = {15},
year = {2017},
pages = {467-476},
zbl = {06715920},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_math-2017-0044}
}
Li Ge; Sanyang Liu; Yu Miao. Complete convergence for weighted sums of pairwise independent random variables. Open Mathematics, Tome 15 (2017) pp. 467-476. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_math-2017-0044/