Convergence of Baum–Katz series for sums whose terms are elements of linear $m$ th order autoregressive sequence
UDC 519.21 We establish necessary and sufficient conditions for the convergence of the Baum–Katz series for the sums of elements of linear $m$th order autoregressive sequences of random variables.
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| Datum: | 2023 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2023
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/7340 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | UDC 519.21
We establish necessary and sufficient conditions for the convergence of the Baum–Katz series for the sums of elements of linear $m$th order autoregressive sequences of random variables. |
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| DOI: | 10.3842/umzh.v75i9.7340 |