Abstract
In this chapter we present some inequalities for covariances, joint densities and partial sums of stochastic discrete time processes when dependence is measured by strong mixing coefficients. The main tool is coupling with independent random variables. Some limit theorems for mixing processes are given as applications.
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© 1998 Springer Science+Business Media New York
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Bosq, D. (1998). Inequalities for mixing processes. In: Nonparametric Statistics for Stochastic Processes. Lecture Notes in Statistics, vol 110. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1718-3_2
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DOI: https://doi.org/10.1007/978-1-4612-1718-3_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-98590-9
Online ISBN: 978-1-4612-1718-3
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