A maximal moment inequality for \(\alpha \)-mixing sequences and its applications

DOI10.1016/j.spl.2009.02.016zbMath1168.60323MaRDI QIDQ1030155

Aiwu Chen, Guo-Dong Xing, Shan-chao Yang

Publication date: 1 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.016

zbMATH Keywords

partial sums; \(\alpha \)-mixing random variable; maximal moment inequality

Mathematics Subject Classification ID

62G07: Density estimation

60E15: Inequalities; stochastic orderings

60F15: Strong limit theorems

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