Probability tail for linearly negative quadrant dependent random variables of partial sums and application to linear model

Abstract

<jats:p>In this paper, we establish a new concentration inequality and complete convergence of weighted sums for arrays of rowwise linearly negative quadrant dependent (LNQD, in short) random variables and obtain a result dealing with complete convergence of first-order autoregressive processes with identically distributed LNQD innovations.</jats:p>