A new weak dependence condition and applications to moment inequalities
type: Item
instance of: scholarly article
title: A new weak dependence condition and applications to moment inequalities
zbMATH Open document ID: 0996.60020
DOI: 10.1016/S0304-4149(99)00055-1
author: Sana Louhichi
author: Paul Doukhan
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
review text: A new weak dependence condition for random sequences is proposed which is formulated in terms of covariances between past and future observations. It is proved that the new definition includes mixing sequences, functions of associated and Gaussian sequences as well as Bernoulli shifts and models with Markovian representation. A version of functional central limit theorem under the considered type of dependence is proved and an invariance principle for empirical processes is established.
reviewed by: Zuzana Prášková
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1792561
zbMATH Keywords: stationary sequences
zbMATH Keywords: weak dependence
zbMATH Keywords: mixing sequences
zbMATH Keywords: association
zbMATH Keywords: Rosenthal inequality
zbMATH Keywords: Marcinkiewicz-Zygmund inequality
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1792561