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Bounds for rth order joint cumulant under rth order strong mixing

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  • Rao, B. L. S. Prakasa

Abstract

A new concept of rth order strong mixing for sub [sigma]-algebras of a probability space is introduced and a bound for the rth order joint cumulant is obtained under a two-part dependence assumption, which includes the case of rth order strong mixing, generalizing the work of Bradley [(1996) Statist. Probab. Lett. 30, 287-293] and Rio [(1993) Ann. Inst. H. Poincare Probab. Statist. 29, 587-597).

Suggested Citation

  • Rao, B. L. S. Prakasa, 1999. "Bounds for rth order joint cumulant under rth order strong mixing," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 427-431, July.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:4:p:427-431
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    References listed on IDEAS

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    1. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.
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    Cited by:

    1. Picard, Frederic, 2007. "A multilinear form inequality," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 774-788, April.

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    1. Picard, Frederic, 2007. "A multilinear form inequality," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 774-788, April.
    2. Bradley, Richard C., 1997. "Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 221-239, December.

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