A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields

The goal of this note is to give a new moment inequality for sums of some weakly dependent random fields. Our result extends moment bounds given by Wu (2007) or Liu and Lin (2009) for causal autoregressive processes and follows by using recursive applications of the Burkhölder inequality for martingales.

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Year of publication:	2010
Authors:	Truquet, Lionel
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 21-22, p. 1673-1679
Publisher:	Elsevier
Keywords:	Random fields Weak dependence Moment inequalities

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

Persistent link: https://www.econbiz.de/10008868829