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1998 | OriginalPaper | Chapter

Inequalities for mixing processes

Author : D. Bosq

Published in: Nonparametric Statistics for Stochastic Processes

Publisher: Springer New York

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In this chapter we present some inequalities for covariances, joint densities and partial sums of stochastic discrete time processes when dependence is measured by strong mixing coefficients. The main tool is coupling with independent random variables. Some limit theorems for mixing processes are given as applications.

Metadata
Title
Inequalities for mixing processes
Author
D. Bosq
Copyright Year
1998
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-1718-3_2