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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Bibliographic Details
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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Ukrains’kyi Matematychnyi Zhurnal