On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables

DOI10.1016/J.SPL.2007.11.030zbMath1163.60006OpenAlexW2036912951MaRDI QIDQ935827

Shixin Gan, Ping Yan Chen

Publication date: 8 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.030

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Related Items (6)

The moment of maximum normed sums of randomly weighted pairwise NQD sequences ⋮ The asymptotic normality of the linear weighted estimator in nonparametric regression models ⋮ On moments of the maximum of partial sums of moving average processes under dependence assumptions ⋮ On complete convergence of moving average process for AANA sequence ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ The moment of maximum normed randomly weighted sums of martingale differences

Cites Work

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