Moment inequalities for spatial processes

Jiti Gao, Z. Lu, D. Tjøstheim

    Research output: Contribution to journalArticle

    7 Citations (Scopus)

    Abstract

    This paper establishes a general moment inequality for spatial processes satisfying the α-mixing condition [cf., Tran, 1990. Kernel density estimation on random fields. J. Multivariate Analy. 34, 37–53]. Such a general moment inequality is a nontrivial extension of the corresponding result established in Cox and Kim [1995. Moment bounds for mixing random variables useful in nonparametric function estimation. Stochastic Process. Appl. 56, 151–158] for the time series case. As is the case for the Cox–Kim inequality for nonparametric estimation of time series, the new inequality is useful in nonparametric kernel estimation of spatial processes.
    Original languageEnglish
    Pages (from-to)687-697
    JournalStatistics & Probability Letters
    Volume78
    Issue number6
    DOIs
    Publication statusPublished - 2008

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