Maximal inequalities and laws of large numbers for L_q-mixingale arrays

DOI10.1016/J.SPL.2009.03.018MaRDI QIDQ2389327zbMATH OpenOpenAlexFDO

Authors Yan-Jiao Meng, Zhengyan Lin

Publication date 15 July 2009

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

Full work available at URL https://doi.org/10.1016/j.spl.2009.03.018

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• A martingale inequality and large deviations.
• A maximal inequality and dependent strong laws
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)

Cited in

(6)

• On the weak laws of large numbers for arrays of random variables
• A strong law of large numbers for triangular mixingale arrays
• Hájek-Rényi-type inequalities and laws of large numbers for \(L_{q}\)-mixingale array
• General estimation results for \textsc{tdVARMA} array models
• Mixingale and physical dependence equality with applications
• Inference for time-varying lead-lag relationships from ultra-high-frequency data

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