Strong near-epoch dependence

zbMATH Open1084.60011MaRDI QIDQ813799FDOQ813799

Authors: Zhengyan Lin 

Publication date: 13 February 2006

Published in: Science in China. Series A (Search for Journal in Brave)

Recommendations

• A central limit theorem for strong near-epoch dependent random variables
• A new weak dependence condition and applications to moment inequalities
• On strong near-epoch dependence
• scientific article; zbMATH DE number 590294
• scientific article; zbMATH DE number 1542509

zbMATH Keywords

convergencemoment inequalitymixingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited In (6)

• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
• The variance of partial sums of strong near-epoch dependent variables
• On strong near-epoch dependence
• A central limit theorem for strong near-epoch dependent random variables
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations

This page was built for publication: Strong near-epoch dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q813799)