View : 382 Download: 0
Maximal inequalities and an application under a weak dependence
- Maximal inequalities and an application under a weak dependence
- Hwang E.; Shin D.W.
- Ewha Authors
- SCOPUS Author ID
- Issue Date
- Journal Title
- Journal of the Korean Mathematical Society
- Journal of the Korean Mathematical Society vol. 53, no. 1, pp. 57 - 72
- Functional central limit theorem; Linear process; Maximal moment inequality; Weak dependence
- Korean Mathematical Society
- SCIE; SCOPUS; KCI
- Document Type
- We establish maximal moment inequalities of partial sums under-weak ψ dependence, which has been proposed by Doukhan and Louhichi P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequality, Stochastic Process. Appl. 84 (1999), 313–342., to unify weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. As an application of maximal moment inequalities, a functional central limit theorem is developed for linear processes with ψ weakly dependent innovations. © 2016 Korean Mathematical Society.
- Appears in Collections:
- 자연과학대학 > 통계학전공 > Journal papers
- Files in This Item:
There are no files associated with this item.
- RIS (EndNote)
- XLS (Excel)
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.