Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

@inproceedings{Merlevde2012RosenthaltypeIF,
  title={Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples},
  author={Florence Merlev{\`e}de and Magda Peligrad},
  year={2012}
}
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order p larger than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by Peligrad et al. (2007) and Rio (2009), the estimates of the moments are expressed in terms of the norms of projections of partial sums. The proofs of the results are essentially based on a new maximal inequality generalizing the Doob’s maximal inequality for… CONTINUE READING

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