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
收藏
页码：97 / 108
页数：12
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