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

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  • Xing, Guodong
  • Yang, Shanchao
  • Chen, Aiwu

Abstract

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.

Suggested Citation

  • Xing, Guodong & Yang, Shanchao & Chen, Aiwu, 2009. "A maximal moment inequality for [alpha]-mixing sequences and its applications," Statistics & Probability Letters, Elsevier, vol. 79(12), pages 1429-1437, June.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:12:p:1429-1437
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    References listed on IDEAS

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    1. Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
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