On moment conditions for the supremum of normed sums

Bong Dae Choi and Soo Hak Sung

Stochastic Processes and their Applications, 1987, vol. 26, 99-106

Abstract: Let {Sn, n[greater-or-equal, slanted]1} denote the partial sum of a sequence (Xn) of i.i.d. random variables with mean 0. The equivalent statements of E(supnSn[alpha]/cn)

Keywords: martingale; difference; maximal; inequality; Bahr; and; Esseen; inequality (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (2)

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