A note on moment bounds for strong mixing sequences
From MaRDI portal
Publication:1209471
DOI10.1016/0167-7152(93)90162-CzbMath0764.60020MaRDI QIDQ1209471
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items
OnL1-consistency of kernel-type density estimator for stationary markov processes, A study on bandwidth selection in density estimation under dependence, Moment bounds for mixing random variables useful in nonparametric function estimation, Convergence rates of wavelet density estimators for strongly mixing samples, The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption, Wavelet regression estimations with strong mixing data, Robust nonparametric estimation for functional data
Cites Work