Strong near-epoch dependence

被引：0

作者：

LIN ZhengyanDepartment of Mathematics

机构：

来源：

Science China Mathematics | 2004年 / 04期

关键词：

near-epoch dependence; mixingale; strong near-epoch dependence; moment inequality; convergence;

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a new class of dependent sequences of random variables, which is a subclass of near-epoch dependent sequences, but can also be approximated by mixing sequences. For this kind of sequences of random variables, we call them strong near-epoch dependent sequences, a p-order, p > 2, (maximum) moment inequality is established under weaker dependence sizes.

引用

页码：497 / 507

页数：11