Bernstein-type inequality for weakly dependent sequence and its applications

被引：6

作者：

Shen, Aiting ^{[1
]}

Shi, Yue ^{[1
]}

Wang, Wenjuan ^{[1
]}

Han, Bing ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230039, Anhui, Peoples R China

来源：

REVISTA MATEMATICA COMPLUTENSE | 2012年 / 25卷 / 01期

关键词：

rho-mixing sequence; Inverse moment; Asymptotic approximation; NONNEGATIVE RANDOM-VARIABLES; INVERSE MOMENTS; BOUNDS;

D O I：

10.1007/s13163-011-0059-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Bernstein-type inequality and complete convergence for rho-mixing sequence is given. By using the Bernstein-type inequality, we study the asymptotic approximation of inverse moments for rho-mixing sequences, which generalizes the corresponding result of Wu et al. (Stat. Probab. Lett. 79(11): 1366-1371, 2009) for independent sequence.

引用

页码：97 / 108

页数：12

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