Limiting Behavior of Moving Average Processes Based on a Sequence of ρ- Mixing Random Variables

Let {Y ,−∞ < i < ∞} i be a doubly infinite sequence of identically distributed ρ −  -mixing random variables, {a i ,−∞ < i < ∞} i an absolutely summable sequence of real numbers. In this paper, we prove the complete convergence and MarcinkiewiczZygmund strong law of large numbers for the partial sums of moving average processes   under the same conditions as the case of the usual partial sums.