Maximal Moment Inequality for Partial Sums of Strong Mixing Sequences and Application
查看参考文献31篇
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文摘
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Some maximal moment inequalities for partial sums of the strong mixing random variable sequence are established. These inequalities use moment sums as up-boundary and improve the corresponding ones obtained by Shao (1996). To show the application of the inequalities, we apply them to discuss the asymptotic normality of the weight function estimate for the fixed design regression model. |
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来源
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Acta Mathematica Sinica. English Series
,2007,23(6):1013-1024 【核心库】
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DOI
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10.1007/s10114-005-0841-9
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关键词
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strong mixing
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maximal moment inequality
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fixed design regression model
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weight function estimate
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asymptotic normality
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地址
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Department of Mathematics, Guangxi Normal University, Guilin, 541004
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语种
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英文 |
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ISSN
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1439-8516 |
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学科
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数学 |
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基金
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国家自然科学基金
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广西自然科学基金
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文献收藏号
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CSCD:3144427
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参考文献 共
31
共2页
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