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.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 75, No. 9, pp. 1237–1247, September, 2023. Ukrainian DOI: https://doi.org/10.3842/umzh.v75i9.7340.
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Ilienko, M., Polishchuk, A. Convergence of Baum–Katz Series for Sums Whose Terms are Elements of a Linear mth Order Autoregressive Sequence. Ukr Math J 75, 1407–1419 (2024). https://doi.org/10.1007/s11253-024-02269-z
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DOI: https://doi.org/10.1007/s11253-024-02269-z