Bounds for rth order joint cumulant under rth order strong mixing

B. L. S. Prakasa Rao

Statistics & Probability Letters, 1999, vol. 43, issue 4, 427-431

Abstract: A new concept of rth order strong mixing for sub [sigma]-algebras of a probability space is introduced and a bound for the rth order joint cumulant is obtained under a two-part dependence assumption, which includes the case of rth order strong mixing, generalizing the work of Bradley [(1996) Statist. Probab. Lett. 30, 287-293] and Rio [(1993) Ann. Inst. H. Poincare Probab. Statist. 29, 587-597).

Keywords: Bounds; for; joint; cumulant; rth; order; strong; mixing; Two-part; dependence; assumption (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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