Abstract
Let {Y
i
, − ∞ <i < ∞} be a doubly infinite sequence of identically distributed random variables with E|Y
1| < ∞, and {a
i
, − ∞ <i < ∞} be an absolutely summable sequence of real numbers. Under dependence conditions on {Y
i
}, complete convergence and complete moment convergence of moving average process of the form have been established by many authors. In this article, we give a general method for obtaining the complete moment convergence of the moving average process. Our result extends previous many results from dependent random variables to random variables satisfying some suitable conditions.
Acknowledgments
This work was supported by the Korea Science and Engineering Foundation (KOSEF) grant funded by the Korea government (MOST) (No. R01-2007-000-20053-0).