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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| Date: | 2023 |
|---|---|
| Main Authors: | Ilienko, M., Polishchuk, A., Ільєнко, Марина, Поліщук, Анастасія |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2023
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7340 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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