Article ID Journal Published Year Pages File Type
1153482 Statistics & Probability Letters 2008 7 Pages PDF
Abstract
Let {Xn,n≥1} be a sequence of identically distributed ρ-mixing random variables and set Sn=∑i=1nXi,n≥1. Under suitable mixing rate restriction, the sufficient and necessary conditions for the existence of the moments of supn≥1|Sn/n1/r|p(00) are given, which are same as that in the independent case.
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Physical Sciences and Engineering Mathematics Statistics and Probability
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