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Moment bounds for non-stationary dependent sequences

Published online by Cambridge University Press:  14 July 2016

Tae Yoon Kim
Tae Yoon Kim*
Affiliation:
Keimyung University
*
∗ Postal address: Department of Statistics, Keimyung University, Taegu 704–701, Korea.
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Abstract

We provide a unified approach for establishing even-moment bounds for partial sums for a class of weakly dependent random variables satisfying a stationarity condition. As applications, we discuss moment bounds for various types of mixing sequences. To obtain even-moment bounds, we use a ‘combinatorial argument' developed by Cox and Kim (1990).

Keywords

NON-STATIONARITYDEPENDENT RANDOM VARIABLES
Type
Research Papers
Information
Journal of Applied Probability , Volume 31 , Issue 3 , September 1994 , pp. 731 - 742
Copyright
Copyright © Applied Probability Trust 1994 

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Footnotes

Research supported in part by the Non-Directed Fund, Korea Research Foundation, 1992.

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