Moments of the maximum of normed partial sums of ρ −-mixing random variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11766-009-1971-0.pdf
Reference21 articles.
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3. Gut A. Moments of the maximum of normed partial sums of random variables with multidimensional indices, Z Wahrsch Verw Gebiete, 1979, 46: 205–220.
4. Choi B D, Sung S H. On moment conditions for the supermun of normed sums, Stochastic Process Appl, 1987, 26: 99–106.
5. Siemund D. On moments of the maximum of normed partial sums, Ann Math Statist, 1969, 40: 527–531.
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