Moment inequalities for spatial processes

Jiti Gao, Zudi Lu and Dag Tjøstheim

Statistics & Probability Letters, 2008, vol. 78, issue 6, 687-697

Abstract: This paper establishes a general moment inequality for spatial processes satisfying the [alpha]-mixing condition [cf., Tran, 1990. Kernel density estimation on random fields. J. Multivariate Analy. 34, 37-53]. Such a general moment inequality is a nontrivial extension of the corresponding result established in Cox and Kim [1995. Moment bounds for mixing random variables useful in nonparametric function estimation. Stochastic Process. Appl. 56, 151-158] for the time series case. As is the case for the Cox-Kim inequality for nonparametric estimation of time series, the new inequality is useful in nonparametric kernel estimation of spatial processes.

Keywords: Asymptotic; theory; Moment; inequality; Nonparametric; estimation; Spatial; mixing; process (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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