A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields

Lionel Truquet

Statistics & Probability Letters, 2010, vol. 80, issue 21-22, 1673-1679

Abstract: The goal of this note is to give a new moment inequality for sums of some weakly dependent random fields. Our result extends moment bounds given by Wu (2007) or Liu and Lin (2009) for causal autoregressive processes and follows by using recursive applications of the Burkhölder inequality for martingales.

Keywords: Random; fields; Weak; dependence; Moment; inequalities (search for similar items in EconPapers)
Date: 2010
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