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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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• A General Approach to the Strong Law of Large Numbers
• A functional central limit theorem for asymptotically negatively dependent random fields
• A general approach rate to the strong law of large numbers
• A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
• Consistency of a nonparametric estimate of a density function for dependent variables
• Fixed-design regression for linear time series
• Fixed-design semiparametric regression for linear time series
• General moment and probability inequalities for the maximum partial sum
• Moment inequality for \(\varphi \)-mixing sequences and its applications
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables

Cited In (19)

• 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 no real title available?)
• A maximal moment inequality for long range dependent time series with applications to estimation and model selection
• Maximal inequalities and an application under a weak dependence
• 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
• Maximal inequalities for dependent random variables
• 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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