Moment bounds for non-stationary dependent sequences

Tae Yoon Kim · Journal of Applied Probability · 1994

We provide a unified approach for establishing even-moment bounds for partial sums for a class of weakly dependent random variables satisfying a stationarity condition. As applications, we discuss moment bounds for various types of mixing sequences. To obtain even-moment bounds, we use a ‘combinatorial argument' developed by Cox and Kim (1990).

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