Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.
The paper considers a multivariate partially linear model under independent errors,and investigates the asymptotic bias and variance-covariance for parametric component βand nonparametric component F(·)by the GJS estimator and Kernel estimation.
In this paper, we study the complete q-moment convergence of moving average processes under v-mixing assumption. The results obtained not only extend some previous known results, but also improve them.