Maximal inequalities and an application under a weak dependence

Eunju Hwang, Dong Wan Shin

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


We establish maximal moment inequalities of partial sums under-weak ψ dependence, which has been proposed by Doukhan and Louhichi P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequality, Stochastic Process. Appl. 84 (1999), 313–342., to unify weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. As an application of maximal moment inequalities, a functional central limit theorem is developed for linear processes with ψ weakly dependent innovations.

Original languageEnglish
Pages (from-to)57-72
Number of pages16
JournalJournal of the Korean Mathematical Society
Issue number1
StatePublished - 2016

Bibliographical note

Publisher Copyright:
© 2016 Korean Mathematical Society.


  • Functional central limit theorem
  • Linear process
  • Maximal moment inequality
  • Weak dependence


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