Covariance inequalities for strongly mixing processes

Emmanuel Rio

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 4, page 587-597
  • ISSN: 0246-0203

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Rio, Emmanuel. "Covariance inequalities for strongly mixing processes." Annales de l'I.H.P. Probabilités et statistiques 29.4 (1993): 587-597. <http://eudml.org/doc/77471>.

@article{Rio1993,
author = {Rio, Emmanuel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {covariance inequalities; strongly mixing processes; functional central limit theorem for strongly mixing processes},
language = {eng},
number = {4},
pages = {587-597},
publisher = {Gauthier-Villars},
title = {Covariance inequalities for strongly mixing processes},
url = {http://eudml.org/doc/77471},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Rio, Emmanuel
TI - Covariance inequalities for strongly mixing processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 4
SP - 587
EP - 597
LA - eng
KW - covariance inequalities; strongly mixing processes; functional central limit theorem for strongly mixing processes
UR - http://eudml.org/doc/77471
ER -

References

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  1. A. Bulinskii and P. Doukhan, Inégalités de mélange fort utilisant des normes d'Orlicz, C. R. Acad. Sci Paris, T. 305, Serie I, 1987, pp. 827-830. Zbl0659.60009MR923208
  2. Y.A. Davydov, Convergence of Distributions Generated by Stationary Stochastic Processes, Theor. Probab. Appl., Vol. 13, 1968, pp. 691-696. Zbl0181.44101
  3. P. Doukhan, P. Massart and E. Rio, The Functional Central Limit Theorem for Strongly Mixing Processes, Ann. Inst. H. PoincaréProbab. Statist. (in press). Zbl0790.60037MR1262892
  4. M. Fréchet, Sur les tableaux de corrélation dont les marges sont données. Annales de l'université de Lyon, Sciences, section A, Vol. 14, 1951, pp. 53-77. Zbl0045.22905MR49518
  5. M. Fréchet, Sur la distance de deux lois de probabilité, C. R. Acad. Sci. Paris, T. 244, 1957, pp. 689-692. Zbl0077.33007MR83210

Citations in EuDML Documents

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  1. Jérôme Dedecker, Exponential inequalities and functional central limit theorems for random fields
  2. Jérôme Dedecker, Exponential inequalities and functional central limit theorems for random fields
  3. Emmanuel Rio, About the Lindeberg method for strongly mixing sequences
  4. P. Doukhan, P. Massart, E. Rio, Invariance principles for absolutely regular empirical processes
  5. David Pollard, Maximal inequalities via bracketing with adaptive truncation
  6. Jérôme Dedecker, Emmanuel Rio, On the functional central limit theorem for stationary processes
  7. Jérôme Dedecker, Adeline Samson, Marie-Luce Taupin, Estimation in autoregressive model with measurement error

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