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Keywords:

  • convergence;
  • law of logarithm;
  • moving average;
  • negatively associated random variable

Summary

This paper considers a moving average process for a sequence of negatively associated random variables. It discusses the complete convergence of such a moving average process under suitable conditions. These results generalize and complement earlier results on independent random variables. Also, a conjecture for the case of a sequence of independent and identically distributed random variables is resolved and its moment condition weakened.