Limiting Behaviour of Moving Average Processes Based on a Sequence of ρ^- Mixing and Negatively Associated Random Variables

(Lobachevskii Journal of Mathematics, Volume XXVI)

Let (Y_i, -∞ < i < ∞) be a doubly infinite sequence of identically distributed ρ^--mixing or negatively associated random variables, (a_i, -∞< i <∞) a sequence of real numbers. In this paper, we prove the rate of convergence and strong law of large numbers for the partial sums of moving average processes ∑^∞_i=-∞a_iY_i+n,n≥1, under some moment conditions.