Maximal moment inequality for partial sums of ρ-mixing sequences and its applications

DOI10.7153/JMI-2021-15-58zbMATH Open1484.60022OpenAlexW3174016117MaRDI QIDQ5000438FDOQ5000438

Guo-Dong Xing, Shanchao Yang, Zhiyong Chen, Qingqing Kang

Publication date: 13 July 2021

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2021-15-58

zbMATH Keywords

Berry-Esseen boundstrong law of large numbersweighted sums\(\rho\)-mixingmaximal moment inequality

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cites Work

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Cited In (9)

• Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
• Moment convergence rate of estimators in partially linear models under AANA errors
• On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables
• Moments of the maximum of normed partial sums of \(\rho^-\)-mixing random variables
• Title not available (Why is that?)
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
• Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications

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