کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144681 957427 2013 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A study on moment inequalities under a weak dependence
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A study on moment inequalities under a weak dependence
چکیده انگلیسی

We establish Roussas–Ioannides-type inequalities [Roussas, G. G., & Ioannides, D. A. (1987). Moment inequalities for mixing sequences of random variables. Stochastic Analysis and Applications, 5, 61–120] under general ψψ-weak dependence proposed by Doukhan and Louhichi [Doukhan, P., & Louhichi, S. (1999). A new weak dependence condition and applications to moment inequalities. Stochastic Processes and their Applications, 84, 313–342], which unifies weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. Simple applications of the inequalities extend many important moment inequalities available in the literature for mixing sequences to those for ψψ-weakly dependent sequences. As an illustration, the established inequalities are applied to extend the result for moment bound of partial sum under strong mixing by Cox and Kim [Cox, D. D., & Kim, T. Y. (1995). Moment bounds for mixing random variables useful in nonparametric function estimation. Stochastic Process and their Applications, 56, 151–158] to the class of ψψ-weakly dependent processes.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 42, Issue 1, March 2013, Pages 133–141
نویسندگان
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