Maximal inequalities for some dependent sequences and their applications

被引：0
|
作者：
Shuhe Hu
Xiaoqin Li
Wenzhi Yang
Xuejun Wang
机构：
[1] Anhui University,School of Mathematical Science
来源：
Journal of the Korean Statistical Society | 2011年 / 40卷
关键词：
Linear process; -mixing sequence; LNQD sequence; Strong growth rate; 60E15; 60F15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we obtain the maximal inequalities for linear process, ϕ-mixing sequence and linearly negative quadrant dependent (LNQD) sequence when the rth moments of random variables are finite for r > 2. Applying these maximal inequalities above, we get the Hájek–Rényi-type inequality, strong law of large numbers, strong growth rate and integrability of supremum for these three sequences.
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页码：11 / 19
页数：8
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