Maximal inequalities for some dependent sequences and their applications

DOI10.1016/J.JKSS.2010.03.003zbMATH Open1296.60041OpenAlexW2018898524MaRDI QIDQ744582FDOQ744582

Authors: Shuhe Hu, Xiaoqin Li, Wenzhi Yang, Xuejun Wang 

Publication date: 25 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.03.003

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zbMATH Keywords

linear processLNQD sequencestrong growth rate\(\phi\)-mixing sequence

Mathematics Subject Classification ID

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

Cites Work

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Cited In (17)

• Moment inequality for \(\varphi \)-mixing sequences and its applications
• Complete convergence for moving average process of martingale differences
• A new maximal inequality and invariance principle for stationary sequences
• Change point in variance of fractionally integrated noise
• A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
• Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
• Maximal inequality for \(\psi \)-mixing sequences and its applications
• Limiting behavior of the maximum of the partial sum for linearly negative quadrant dependent random variables under residual Cesàro alpha-integrability assumption
• Title not available (Why is that?)
• A maximal moment inequality for long range dependent time series with applications to estimation and model selection
• Maximal inequalities for M-Z-type sequences and large deviations
• Maximal inequalities for U-processes of strongly mixing random variables
• Large deviation for a least squares estimator in a nonlinear regression model
• Estimating multiple breaks in mean sequentially with fractionally integrated errors
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
• On a general approach to the strong laws of large numbers
• Common breaks in means for panel data under short-range dependence

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