Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing (Q1962241): Difference between revisions
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| Property / cites work: A covariance inequality under a two-part dependence assumption / rank | |||
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| Property / cites work: Covariance inequalities for strongly mixing processes / rank | |||
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Latest revision as of 11:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing |
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Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing (English)
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30 January 2000
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A new concept of \(r\)th-order strong mixing for sub \(\sigma\)-algebra of a probability space is introduced. The concept is stated by means of a convergence of a sequence of \(r\)th-order joint cumulants. A bound on an \(r\)th order joint cumulant is obtained under a two-part dependence assumption, which includes the case of \(r\)th order strong mixing. This generalizes the work of \textit{R. C. Bradley} [Stat. Probab. Lett. 30, No. 4, 287-293 (1996; Zbl 0877.62052)] and \textit{E. Rio} [Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 587-597 (1993; Zbl 0798.60027)].
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\(r\)th-order strong mixing
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\(r\)th-order joint cumulants
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