Moment inequalities for mixing sequences

DOI10.2996/kmj/1138035551zbMath0392.60020OpenAlexW2009191206MaRDI QIDQ1251846

Ken-ichi Yoshihara

Publication date: 1978

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138035551

zbMATH Keywords

Mixing ConditionMoment InequalitiesStrong Mixing Condition

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Probability theory on algebraic and topological structures (60B99)

Related Items (13)

Smoothed quantile regression for panel data ⋮ The rate of convergence in the central limit theorem for non-stationary dependent random vectors ⋮ The method of averaged models for discrete-time adaptive systems ⋮ Moment inequalities for mixing sequences of random variables ⋮ Estimation of the moments of weighted sums for mixing processes ⋮ The growth of the expected number of real zeros of a random polynomial with dependent coefficients ⋮ Convergence of processes of step sums on mixing processes ⋮ Asymptotics for panel quantile regression models with individual effects ⋮ Multiple integrals with respect to \(L\)-mixing processes ⋮ Rate of convergence in the central limit theorem for random variables with strong mixing ⋮ The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors ⋮ On the rates in the central limit theorem for weakly dependent random fields ⋮ Estimation of time series models using residuals dependence measures

Cites Work

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• Convergence Properties of $S_n$ Under Moment Restrictions
• Moment inequalities and the strong laws of large numbers
• Moment Inequalities for the Maximum Cumulative Sum
• The central limit problem for mixing sequences of random variables
• Convergence of Distributions Generated by Stationary Stochastic Processes
• The law of the iterated logarithm for stationary processes satisfying mixing conditions
• An invariance principle for mixing sequences of random variables

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