Abstract
In this article, under some mild conditions, by using Rosenthal's inequality, we discuss precise asymptotics for a new kind of complete moment convergence of the moving-average process , where {ϵ i ; − ∞ <i < ∞} is a doubly infinite sequence of independent identically distributed random variables with mean zero and the finiteness of variance, {a i ; − ∞ <i < ∞} is an absolutely summable sequence of real numbers, i.e., .
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