Bulletin of the
Korean Mathematical Society BKMS

Let $\{\varepsilon_i: -\infty < i < \infty\}$ be a strictly stationary sequence of linearly positive quadrant dependent random variables and $\sum_{i=-\infty}^{\infty}|a_{i}|<\infty$. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form $X_{k}=\sum_{i=-\infty}^{\infty}a_{i+k}\varepsilon_{i}, k \geq 1$.

Keywords: precise asymptotics, moving-average, linear positive quadrant dependence

MSC numbers: 60F99, 60G20