Find in Library

Abstract In this article, the complete moment convergence for the partial sum of moving average processes { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } $\{X_{n}=\sum_{i=-\infty}^{\infty}a_{i}Y_{i+n},n\geq 1\}$ is established under some mild conditions, where { Y i , − ∞ < i < ∞ } $\{Y_{i},-\infty < i<\infty\}$ is a doubly infinite sequence of random variables satisfying the Rosenthal type maximal inequality and { a i , − ∞ < i < ∞ } $\{a_{i},-\infty< i<\infty\}$ is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results given by Ko (J. Inequal. Appl. 2015:225, 2015).