A Note on the Inverse Moments for Nonnegative ρ-Mixing Random Variables
نویسنده
چکیده
Wu et al. 2009 studied the asymptotic approximation of inverse moments for nonnegative independent random variables. Shen et al. 2011 extended the result of Wu et al. 2009 to the case of ρ-mixing random variables. In the paper, we will further study the asymptotic approximation of inverse moments for nonnegative ρ-mixing random variables, which improves the corresponding results of Wu et al. 2009 , Wang et al. 2010 , and Shen et al. 2011 under the case of identical distribution.
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تاریخ انتشار 2014