On moments of the maximum of normed partial sums of [rho] -mixing random variables

Pingyan Chen and Shixin Gan

Statistics & Probability Letters, 2008, vol. 78, issue 10, 1215-1221

Abstract: Let {Xn,n>=1} be a sequence of identically distributed [rho]-mixing random variables and set . Under suitable mixing rate restriction, the sufficient and necessary conditions for the existence of the moments of supn>=1Sn/n1/rp(0 0) are given, which are same as that in the independent case.

Date: 2008
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