Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153482 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
Let {Xn,nâ¥1} be a sequence of identically distributed Ï-mixing random variables and set Sn=âi=1nXi,nâ¥1. Under suitable mixing rate restriction, the sufficient and necessary conditions for the existence of the moments of supnâ¥1|Sn/n1/r|p(00) are given, which are same as that in the independent case.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pingyan Chen, Shixin Gan,