caa a22 4500 467922519 CHVBK 20180406152920.0 cr unu---uuuuu 170328e20060101xx s 000 0 eng 10.1007/s00477-005-0241-9 doi (NATIONALLICENCE)springer-10.1007/s00477-005-0241-9 Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions [Elektronische Daten] [Guang-hui Cai, Hang Wu] Let {Y, Y i , −∞ < i < ∞} be a doubly infinite sequence of identically distributed and asymptotically linear negative quadrant dependence random variables, {a i , −∞ < i < ∞} an absolutely summable sequence of real numbers. We are inspired by Wang et al. (Econometric Theory 18:119-139, 2002) and Salvadori (Stoch Environ Res Risk Assess 17:116-140, 2003). And Salvadori (Stoch Environ Res Risk Assess 17:116-140, 2003) have obtained Linear combinations of order statistics to estimate the quantiles of generalized pareto and extreme values distributions. In this paper, we prove the complete convergence of $${\left\{ {{\sum\nolimits_{k = 1}^n {{\sum\nolimits_{i = - \infty }^\infty {a_{{i + k}} Y_{i} /n^{{1/t}} } }} },n \geq 1} \right\}}$$ under some suitable conditions. The results obtained improve and generalize the results of Li et al. (1992) and Zhang (1996). The results obtained extend those for negative associated sequences and ρ*-mixing sequences. Springer-Verlag, 2005 Complete convergence nationallicence Moving average nationallicence Asymptotically linear negative quadrant dependence (ALNQD) nationallicence Negative associated nationallicence ρ*-mixing nationallicence Cai Guang-hui Department of Mathematics, Zhejiang University, 310028, Hangzhou, P. R. China aut Wu Hang Department of Statistics, Zhejiang Gongshang University, 310035, Hangzhou, P. R. China aut Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/1-2(2006-01-01), 1-5 1436-3240 20:1-2<1 2006 20 477 https://doi.org/10.1007/s00477-005-0241-9 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00477-005-0241-9 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Cai Guang-hui Department of Mathematics, Zhejiang University, 310028, Hangzhou, P. R. China aut NATIONALLICENCE 700 1- Wu Hang Department of Statistics, Zhejiang Gongshang University, 310035, Hangzhou, P. R. China aut NATIONALLICENCE 773 0- Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/1-2(2006-01-01), 1-5 1436-3240 20:1-2<1 2006 20 477 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer