Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
Xuejun Wang,
Shijie Wang and
Rui Wang
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 457-464
Abstract:
In the article, the exponential inequalities for sums of unbounded ϕ-mixing sequence are given, which generalize the corresponding one for independent and identically distributed random variables. As applications, the strong law of large numbers and strong growth rate for ϕ-mixing random variables are obtained.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:1:p:457-464
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DOI: 10.1080/03610926.2014.995827
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