Moment bounds for negatively dependent sequences.

A.  Zakati; H. A.  Azarnoosh

Author(s)

A. Zakati Department of Statistics, Ferdowsi University of Mashhad, Iran

H. A. Azarnoosh Department of Statistics, Ferdowsi University of Mashhad, Iran

Abstract

It is assumed that {Xj: j ? N} is a sequence of linearly negative dependent random variables with zero mean and r > 2. Two conditions on the moments and on die covariance structure of the process which guarantee that: m-n→ Sup→E ¦∑ Xj→¦r = O (n r/2 ) m ?NU{0} j=m+1 hold.

Publication Details

Page(s) 213-221

DOI DOI not available

Published Journal: Pakistan Journal of Statistics, Volume: 20, Issue: 2, Year: 2004

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