대한수학회지 (Journal of the Korean Mathematical Society)

  • 제53권1호
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  • Pages.57-72
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  • 2016
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  • 0304-9914(pISSN)
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  • 2234-3008(eISSN)
대한수학회 (Korean Mathematical Society)
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MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE

  • 투고 : 2014.06.30
  • 발행 : 2016.01.01
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초록

We establish maximal moment inequalities of partial sums under ${\psi}$-weak dependence, which has been proposed by Doukhan and Louhichi [P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequality, Stochastic Process. Appl. 84 (1999), 313-342], to unify weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. As an application of maximal moment inequalities, a functional central limit theorem is developed for linear processes with ${\psi}$-weakly dependent innovations.

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과제정보

연구 과제 주관 기관 : National Research Foundation of Korea (NRF)

참고문헌

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피인용 문헌

  1. Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels vol.80, pp.6-8, 2017, https://doi.org/10.1007/s00184-017-0627-y