Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

DOI10.1214/11-AOP694zbMath1274.60056arXiv1103.3242MaRDI QIDQ1951694

Magda Peligrad, Florence Merlevède

Publication date: 24 May 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.3242

zbMATH Keywords

martingalemaximal inequalitystationary sequencesmoment inequalityRosenthal inequalityprojective conditions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

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