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

作者:Xing, Guodong*; Yang, Shanchao; Chen, Aiwu
来源:Statistics & Probability Letters, 2009, 79(12): 1429-1437.
DOI:10.1016/j.spl.2009.02.016

摘要

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.