A maximal moment inequality for \(\alpha \)-mixing sequences and its applications

DOI10.1016/J.SPL.2009.02.016zbMath1168.60323OpenAlexW1994895555MaRDI QIDQ1030155

Aiwu Chen, Guo-Dong Xing, Shan-chao Yang

Publication date: 1 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.016

zbMATH Keywords

partial sums\(\alpha \)-mixing random variablemaximal moment inequality

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (5)

Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors ⋮ Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples ⋮ On the exponential inequalities for strictly stationary and negatively associated random variables ⋮ Maximal moment inequality for partial sums of ρ-mixing sequences and its applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak convergence for weighted empirical processes of dependent sequences
• Exponential inequalities for positively associated random variables and applications
• Notes on the exponential inequalities for strictly stationary and positively associated random variables
• Some mixing properties of time series models
• On the central limit theorem for \(\rho\)-mixing sequences of random variables
• Moment bounds for associated sequences
• Invariance principles for mixing sequences of random variables
• Moment inequalities for the partial sums of random variables
• A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Maximal moment inequality for partial sums of strong mixing sequences and application
• Convergence rates of the strong law for stationary mixing sequences
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Moment inequalities for mixing sequences of random variables
• Conditions for linear processes to be strong-mixing
• Moment bounds for stationary mixing sequences
• Strong mixing properties of linear stochastic processes
• Stochastic volatility models as hidden Markov models and statistical applications

This page was built for publication: A maximal moment inequality for \(\alpha \)-mixing sequences and its applications