A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences
作者: Eunju Hwang Dong Wan Shin
刊名: Communications for Statistical Applications and Methods, 2014, Vol.21 (3)
来源数据库: Communications for Statistical Applications and Methods
DOI: 10.5351/CSAM.2014.21.3.245
关键词: Weak dependenceexponential inequalityBernstein-type inequalitypartial sum of random variables.
原始语种摘要: Two exponential inequalities are established for a wide class of general weakly dependent sequences of random variables, called ψ-weakly dependent process which unify weak dependence conditions such as mixing, association, Gaussian sequences and Bernoulli shifts. The ψ-weakly dependent process includes, for examples, stationary ARMA processes, bilinear processes, and threshold autoregressive processes, and includes essentially all classes of weakly dependent stationary processes of interest in statistics under natural conditions on the process parameters. The two exponential inequalities are established on more general conditions than some existing ones, and are proven in simpler ways.
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  • autoregressive 自回归
  • exponential 指数的
  • ARMA AutoRegressive Moving Average
  • dependent 从属的
  • process 过程
  • general 普遍的
  • weakly 弱的
  • statistics 统计
  • simpler 药单采集?草药医生
  • unify 使一致