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A maximal moment inequality for [alpha]-mixing sequences and its applications
Xing, Guodong; Yang, Shanchao; Chen, Aiwu - In: Statistics & Probability Letters 79 (2009) 12, pp. 1429-1437
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...
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