On the convergence of Baum-Katz series for sums of linear 2-nd order autoregressive sequences of random variables
Abstract
We consider complete convergence and closely related Hsu-Robbins-Erdos-Spitzer-Baum-Katz series for sums whose terms are elements of a linear 2-nd order autoregressive sequences of random variables and prove sufficient conditions for the convergence of this series.
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