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• W2113452996 abstract "We establish a maximal moment inequality for the weighted sum of a sequence of random variables with nite second moments. An extension to the H ajek-R eny and Chow inequalities is then obtained. When certain second-moment properties are fullled, it enables us to deduce a strong law for the weighted sum of a time series having long-range dependence. Applications to estimation and model selection in multiple regression models with long-range dependent errors are also given." @default.
• W2113452996 created "2016-06-24" @default.
• W2113452996 creator A5056369692 @default.
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• W2113452996 date "2006-07-01" @default.
• W2113452996 modified "2023-09-23" @default.
• W2113452996 title "A maximal moment inequality for long range dependent time series with applications to estimation and model selection" @default.
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