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非平稳相依序列生成线性过程部分和的矩不等式 被引量:1

Moment inequality for partial sums of linear process generated by nonstationary dependent sequences
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摘要 利用矩不等式在适当的条件下解除随机变量列是平稳的条件限制,得到LPQD(LNQD)列生成的线性过程部分和的矩不等式,推广和改进一些现有的结果. The stationarity restriction on random variables sequence was eliminated by means of moment inequalities under suitable conditions and a moment inequality was obtained for partial sums of linear process generated by LPQD or LNQD sequences. Some results available were extended and improve&
作者 沈建伟
出处 《兰州理工大学学报》 CAS 北大核心 2012年第3期150-152,共3页 Journal of Lanzhou University of Technology
关键词 LPQD列 LNQD列 非平稳 线性过程 部分和 LPQD sequence LNQD sequence nonstationarity linear proeess partial sum
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