Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications

DOI10.1080/03610926.2014.995827zbMATH Open1381.60067OpenAlexW2340588314MaRDI QIDQ2980077FDOQ2980077

Rui Wang, Xuejun Wang, Shijie Wang

Publication date: 27 April 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.995827

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zbMATH Keywords

strong law of large numbersgrowth rateexponential inequality

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
• On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
• Notes on Greub-Rheinboldt inequalities
• An invariance principle for \(\phi\)-mixing sequences
• Almost sure invariance principles for mixing sequences of random variables
• The invariance principle for ϕ-mixing sequences
• Large deviations for some dependent sequences
• A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
• Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
• A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
• A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
• On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
• On the refinements of the Jensen-Steffensen inequality

Cited In (3)

• Statistical inference for a heteroscedastic regression model with φ-mixing errors
• Local linear regression with nonparametrically generated covariates for weakly dependent data
• Robbins-Monro algorithm with \(\psi\)-mixing random errors

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