Maximal Moment Inequality for Partial Sums of Strong Mixing Sequences and Application

Authors
Yang, Shan Chao
Citation
Yang, Shan Chao, Maximal Moment Inequality for Partial Sums of Strong Mixing Sequences and Application, Acta mathematica Sinica. English series (Print) , 23(6), 2007, pp. 1013-1024
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
23
Issue
6
Year of publication
2007
Pages
1013 - 1024
Database
ACNP
SICI code
Abstract
Some maximal moment inequalities for partial sums of the strong mixing random variable sequence are established. These inequalities use moment sums as up-boundary and improve the corresponding ones obtained by Shao (1996). To show the application of the inequalities, we apply them to discuss the asymptotic normality of the weight function estimate for the fixed design regression model.