1998 | OriginalPaper | Chapter
Inequalities for mixing processes
Author : D. Bosq
Published in: Nonparametric Statistics for Stochastic Processes
Publisher: Springer New York
Included in: Professional Book Archive
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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.