Convergence of Baum–Katz Series for Sums Whose Terms are Elements of a Linear mth Order Autoregressive Sequence

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发表日期：

2024年2月20日

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Maryna Ilienko,
Anastasiia Polishchuk

摘要

We establish necessary and sufficient conditions for the convergence of the Baum–Katz series for the sums of elements of linear mth order autoregressive sequences of random variables.