A note on moment bounds for strong mixing sequences

DOI10.1016/0167-7152(93)90162-CzbMath0764.60020MaRDI QIDQ1209471

Tae Yoon Kim

Publication date: 16 May 1993

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

zbMATH Keywords

moment boundsstrictly stationarystrong mixing sequence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (7)

Moment bounds for mixing random variables useful in nonparametric function estimation ⋮ A study on bandwidth selection in density estimation under dependence ⋮ OnL₁-consistency of kernel-type density estimator for stationary markov processes ⋮ Robust nonparametric estimation for functional data ⋮ Convergence rates of wavelet density estimators for strongly mixing samples ⋮ Wavelet regression estimations with strong mixing data ⋮ The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption

Cites Work

• A note on the rate of convergence of a mean
• Moment bounds for stationary mixing sequences
• On the Convergence of Moments in the Central Limit Theorem
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Some Limit Theorems for Stationary Processes
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