Moment inequalities for mixing sequences of random variables
作者:
GeorgeG. Roussas,
D. Ioannides,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1987)
卷期:
Volume 5,
issue 1
页码: 60-120
ISSN:0736-2994
年代: 1987
DOI:10.1080/07362998708809108
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this work, sequences of random variables are considered satisfying certain mixing conditions. After the relevant definitions are presented, some alternative characterizations are discussed. Also, illustrative examples are given for each case considered. Finally , various moment in equalities are extensively discussed in a systematic manner. These equalities are interesting on their own right and also useful in statistical applications. Certain such applications will be presented in a separate report to avoid overloading the present one
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