Prakasa Rao, B. L. S. (1999) Bounds for rth order joint cumulant under rth order strong mixing Statistics & Probability Letters, 43 (4). 427-431 . ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(98)00286-7
Abstract
A new concept of rth order strong mixing for sub σ-algebras of a probability space is introduced and a bound for the rth order joint cumulant is obtained under a two-part dependence assumption, which includes the case of rth order strong mixing, generalizing the work of Bradley [(1996) Statist. Probab. Lett. 30, 287–293] and Rio [(1993) Ann. Inst. H. Poincare Probab. Statist. 29, 587–597).
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Bounds for Joint Cumulant; rth Order Strong Mixing; Two-part Dependence Assumption |
| ID Code: | 37910 |
| Deposited On: | 26 Apr 2011 12:43 |
| Last Modified: | 26 Apr 2011 12:43 |
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