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Strong near-epoch dependence |
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| Authors: | |
| Institution: | 1.Department of Mathematics,Zhejiang University,Hangzhou,China |
| Abstract: | 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 near-epoch dependent sequences, ap-order,p > 2, (maximum) moment inequality is established under weaker dependence sizes. |
| Keywords: | near-epoch dependence mixingale strong near-epoch dependence moment inequality convergence |
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