A maximal moment inequality for [alpha]-mixing sequences and its applications

A maximal moment inequality for partial sums of the [alpha]-mixing random variable sequence is established. The inequality uses some moment summations as upper bound. To show the applications of the inequality, we discuss the convergence for [alpha]-mixing sequences, which improves some known results.

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Year of publication:	2009
Authors:	Xing, Guodong ; Yang, Shanchao ; Chen, Aiwu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 12, p. 1429-1437
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005023176