Precise rates in complete moment convergence for \(\rho \)-mixing sequences

DOI10.1016/j.jmaa.2007.06.070zbMath1151.60014OpenAlexW2001885019MaRDI QIDQ2465166

Yuexu Zhao

Publication date: 8 January 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.06.070

zbMATH Keywords

complete moment convergencemixing rates\(\rho \)-mixingprecise rates

Mathematics Subject Classification ID

Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Related Items

General results on precise asymptotics under sub-linear expectations, Precise asymptotics of complete moment convergence on moving average, A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An invariance principle for \(\phi\)-mixing sequences
• Central limit theorems for mixing sequences of random variables under minimal conditions
• The central limit question under \(\rho\)-mixing
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• Exponential inequalities for dependent random variables
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• A note on estimation of variance for \(\rho\)-mixing sequences
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in complete moment convergence of moving-average processes
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
• Convergence rates of the strong law for stationary mixing sequences
• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables