Exponential inequalities for dependent random variables

DOI10.1007/BF02015340zbMath0744.60030MaRDI QIDQ1178651

Qui-Man Shao

Publication date: 26 June 1992

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmexponential inequalitiesmartingale techniques

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (9)

A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Asymptotics for the linear kernel quantile estimator ⋮ Local linear regression with nonparametrically generated covariates for weakly dependent data ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Precise rates in complete moment convergence for \(\rho \)-mixing sequences ⋮ The limit law of the iterated logarithm for linear processes ⋮ Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions ⋮ Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences

Cites Work

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• Convergence of sums of mixing triangular arrays of random vectors with stationary rows
• Invariance principles for mixing sequences of random variables
• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
• Probability inequalities for sums of absolutely regular processes and their applications
• The Invariance Principle for Stationary Processes
• Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition

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