A Hoeffding-Type Inequality for Ergodic Time Series

Yongqiang Tang ()
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Yongqiang Tang: SUNY Health Science Center

Journal of Theoretical Probability, 2007, vol. 20, issue 2, 167-176

Abstract: Abstract In this paper, a Hoeffding-type inequality is presented for a class of ergodic time series. The inequality is then used to construct uniformly exponentially consistent tests, which are useful tools for studying Bayesian consistency.

Keywords: Uniformly ergodic Markov processes; Poisson equation; Uniformly exponentially consistent tests (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0057-2

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