Abstract
Let { Y i : − ∞ < i < ∞ } be a sequence of identically distributed φ -mixing random variables, and { a i : − ∞ < i < ∞ } an absolutely summable sequence of real numbers. In this work we prove the complete moment convergence for the partial sums of moving average processes { X n = ∑ i = − ∞ ∞ a i Y i + n : n ≥ 1 } , improving the result of [Kim, T.S., Ko, M.H., 2008. Complete moment convergence of moving average processes under dependence assumptions. Statist. Probab. Lett. 78, 839–846].
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