Institute of Mathematical Statistics Lecture Notes - Monograph Series

Moment inequalities with applications to regression and time series models

Tze Leung Lai and Ching Zong Wei

Full-text: Open access

Chapter information

Source
Y. L. Tong, ed. Inequalities in Statistics and Probability: Proceedings of the Symposium on Inequalities in Statistics and Probability (Hayward, California, USA: Institute of Mathematical Statistics, 1984) , 165-172

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215465643

Digital Object Identifier
doi:10.1214/lnms/1215465643

Mathematical Reviews number (MathSciNet)
MR789248

Subjects
Primary: 60F15: Strong theorems
Secondary: 60E15: Inequalities; stochastic orderings 62J05: Linear regression 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]

Rights
Copyright © 1984, Institute of Mathematical Statistics

Citation

Lai, Tze Leung; Wei, Ching Zong. Moment inequalities with applications to regression and time series models. Inequalities in Statistics and Probability, 165--172, Institute of Mathematical Statistics, Hayward, CA, 1984. doi:10.1214/lnms/1215465643. https://projecteuclid.org/euclid.lnms/1215465643


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