Moments of the maximum of normed partial sums of ^--mixing random variables

DOI10.1007/S11766-009-1971-0zbMATH Open1212.60019OpenAlexW2362210719MaRDI QIDQ981095FDOQ981095

Authors: Jinxia Liu, Xiangdong Liu 

Publication date: 8 July 2010

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-009-1971-0

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• scientific article; zbMATH DE number 5218684

zbMATH Keywords

momentsupremum\(\rho^-\)-mixing random variablenormed partial sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Cites Work

• Negative association of random variables, with applications
• On moment conditions for the supremum of normed sums
• Inequalities of maximum of partial sums and weak convergence for a class of weak dependent random variables
• Moments of the maximum of normed partial sums of random variables with multidimensional indices
• Successive Conditional Expectations of an Integrable Function
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• Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
• The strong law of large numbers for \(B\)-valued random fields
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• The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces
• The Hájek-Rényi inequality for the NA random variables and its application
• A note on moments of the maximum of Cesàro summation
• On the integrability of \(\sup|S_n/n|\) for subsequences.
• On moments of the supremum of normed partial sums of random variables indexed by \(N^ k\)
• The Hàjek-Rènyi inequlity for Banach space valued random variable sequences and its application
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• On Moments of the Maximum of Normed Partial Sums
• Completion of a Dominated Ergodic Theorem
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Cited In (18)

• Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
• Maximal inequalities for identically distributed \(\widetilde{\rho}\) mixing random variables and applications
• The moment of maximum normed randomly weighted sums of martingale differences
• Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables
• The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
• Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions
• On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables
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• The central limit theorem for ANA sequences and its application to nonparametric regression models
• Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Complete moment convergence for weighted sums of \(m\)-asymptotic negatively associated random variables
• On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
• Complete convergence and complete moment convergence for arrays of rowwise ANA random variables
• Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator
• The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
• On convergence rate for weighted sums of arrays of rowwise ANA random variables

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