A note on moment bounds for strong mixing sequences

Tae Yoon Kim

Statistics & Probability Letters, 1993, vol. 16, issue 2, 163-168

Abstract: For a g > 2 and finite K, E[summation operator]ni=1Xig [less-than-or-equals, slant] Kng/2 (all n [greater-or-equal, slanted] 1) is obtained for a strictly stationary strong mixing or [alpha]-mixing sequence }0Xi} under less restrictive conditions than Yokoyama's (1980). Doob's argument (1953) for [phi]-mixing sequences of r.v.'s can be applied directly to [alpha]-mixing sequences and leads to improved results for moment bounds when g > 4. As applications, some limiting laws for [alpha]-mixing are discussed.

Keywords: Strong; mixing; sequence; stationarity; moment; bounds (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (4)

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