Abstract In this paper, we get the H^jek-R^nyi-type inequalities for a pairwise NQD sequence, an L^T （r 〉 1） mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong l...Abstract In this paper, we get the H^jek-R^nyi-type inequalities for a pairwise NQD sequence, an L^T （r 〉 1） mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L^T（r 〉 1） mixingale of Hansen.展开更多
In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" re...In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" requirement mentioned in other papers about near epoch dependence.展开更多
We introduce a new class of dependent sequences of random variables, which is a subclass of near-epoch dependent sequences, but can also be approximated by mixing sequences. For this kind of sequences of random variab...We introduce a new class of dependent sequences of random variables, which is a subclass of near-epoch dependent sequences, but can also be approximated by mixing sequences. For this kind of sequences of random variables, we call them strong nearepoch dependent sequences, a p-order, p ＞ 2, (maximum) moment inequality is established under weaker dependence sizes.展开更多
基金Supported by the National Natural Science Foundation of China (No. 11171001, 11126176)Natural Science Foundation of Anhui Province (No. 1208085QA03)Provincial Natural Science Research Project of Anhui Colleges (No. KJ2010A005)
文摘Abstract In this paper, we get the H^jek-R^nyi-type inequalities for a pairwise NQD sequence, an L^T （r 〉 1） mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L^T（r 〉 1） mixingale of Hansen.
基金Project supported by the National Natural Science Foundation of China (No.10131040) the Zhejiang Provincial Natural Science Foundation of China (No.199016).
文摘In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" requirement mentioned in other papers about near epoch dependence.
基金This work was supported by the National Natural Science Foundation of China(Grant No.10131040)Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.200235090).
文摘We introduce a new class of dependent sequences of random variables, which is a subclass of near-epoch dependent sequences, but can also be approximated by mixing sequences. For this kind of sequences of random variables, we call them strong nearepoch dependent sequences, a p-order, p ＞ 2, (maximum) moment inequality is established under weaker dependence sizes.
