| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144910 | Journal of the Korean Statistical Society | 2011 | 9 Pages |
Abstract
In this paper, we obtain the maximal inequalities for linear process, φφ-mixing sequence and linearly negative quadrant dependent (LNQD) sequence when the rrth moments of random variables are finite for r>2r>2. Applying these maximal inequalities above, we get the Hájek–Rényi-type inequality, strong law of large numbers, strong growth rate and integrability of supremum for these three sequences.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shuhe Hu, Xiaoqin Li, Wenzhi Yang, Xuejun Wang,