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Convergence rates in the law of large numbers for long-range dependent linear processes
Tao Zhang1, Pingyan Chen2, Soo Hak Sung3
1Department of Statistics, Jinan University, Guangzhou, 510630 P.R. China.
Abstract:
Baum and Katz (Trans. Am. Math. Soc. 120:108-123, 1965) obtained convergence rates in the Marcinkiewicz-Zygmund law of large numbers. Their result has already been extended to the short-range dependent linear processes by many authors. In this paper, we extend the result of Baum and Katz to the long-range dependent linear processes. As a corollary, we obtain convergence rates in the Marcinkiewicz-Zygmund law of large numbers for short-range dependent linear processes.
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