On convergence of Baum-Katz series for elements of linear autoregression
Probability
2020-08-13 v1
Abstract
We study complete convergence and closely related Hsu-Robbins-Erd\H{o}s-Spitzer-Baum-Katz series for sums whose terms are elements of linear autoregression sequences. We obtain criterions for convergence of this series expressed in moment assumptions, which for "weakly dependent" sequences are the same as in classical results concerning independent case.
Keywords
Cite
@article{arxiv.2008.05235,
title = {On convergence of Baum-Katz series for elements of linear autoregression},
author = {Maryna Ilienko},
journal= {arXiv preprint arXiv:2008.05235},
year = {2020}
}
Comments
14 pages