Sankhya: The Indian Journal of Statistics1993, Volume 55, Series A, Pt. 1, 12-28
CESÁRO UNIFORM INTEGRABILITY AND LP-CONVERGENCE
ARUP BOSE, Purdue University
TAPAS K. CHANDRA, Indian Statistical Institute
SUMMARY. We show how a new condition, called Cesàro uniform integrability, introduced by Chandra (1989) can be
used in many cases to prove Lp-convergence of n-1/p Sn where Sn = $\sigma^n_(i=0)$Xi.
AMS (1985) subject classification. 60F25,60G48,60G50
Key words and phrases. Cesaro uniform integrability, $L_p$-convergence, martingale differences, $L_p$-mixingale differences, autoregressive process, moving average process
This article in Mathematical Reviews.