On moments of the maximum of normed partial sums of [rho] -mixing random variables

Let {Xn,n>=1} be a sequence of identically distributed [rho]-mixing random variables and set . Under suitable mixing rate restriction, the sufficient and necessary conditions for the existence of the moments of supn>=1Sn/n1/rp(0<r<2,p>0) are given, which are same as that in the independent case.

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Year of publication:	2008
Authors:	Chen, Pingyan ; Gan, Shixin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 10, p. 1215-1221
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005138152