PROBABILITY AND MOMENT INEQUALITIES UNDER DEPENDENCE

@inproceedings{Liu2013PROBABILITYAM,
  title={PROBABILITY AND MOMENT INEQUALITIES UNDER DEPENDENCE},
  author={Weidong Liu and Han Xiao and Wei Biao Wu},
  year={2013}
}
We establish Nagaev and Rosenthal-type inequalities for dependent ran- dom variables. The imposed dependence conditions, which are expressed in terms of functional dependence measures, are directly related to the physical mechanisms of the underlying processes and are easy to work with. Our results are applied to nonlinear time series and kernel density estimates of linear processes. 

Topics from this paper.

Citations

Publications citing this paper.
SHOWING 1-10 OF 22 CITATIONS

References

Publications referenced by this paper.
SHOWING 1-10 OF 38 REFERENCES

Probability Inequalities. Science Press Beijing, Beijing

Z. Lin, Z. D. Bai
  • 2010
VIEW 4 EXCERPTS
HIGHLY INFLUENTIAL

Probability inequalities for sums of dependent random vector and applications

A. K. Basu
  • Sankhyā Ser. A
  • 1985
VIEW 8 EXCERPTS
HIGHLY INFLUENTIAL

Théorie Asymptotique Des Processus Aléatoires Faiblement Dépendants, volume 31 of Mathématiques & Applications (Berlin) [Mathematics & Applications

E. Rio
  • 2000
VIEW 3 EXCERPTS
HIGHLY INFLUENTIAL

Iterated Random Functions

VIEW 2 EXCERPTS
HIGHLY INFLUENTIAL

Similar Papers

Loading similar papers…