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A New Covariance Inequality and Applications

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  • Jerôme Dedecker

    (Crest)

  • Paul Doukhan

    (Crest)

Abstract

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Suggested Citation

  • Jerôme Dedecker & Paul Doukhan, 2002. "A New Covariance Inequality and Applications," Working Papers 2002-25, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2002-25
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    File URL: http://crest.science/RePEc/wpstorage/2002-25.pdf
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    References listed on IDEAS

    as
    1. Giraitis, Liudas & Surgailis, Donatas, 0. "ARCH-type bilinear models with double long memory," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 275-300, July.
    2. Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus, 2000. "Stationary Arch Models: Dependence Structure And Central Limit Theorem," Econometric Theory, Cambridge University Press, vol. 16(1), pages 3-22, February.
    3. Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
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    Cited by:

    1. J. Dedecker & C. Prieur, 2004. "Coupling for τ-Dependent Sequences and Applications," Journal of Theoretical Probability, Springer, vol. 17(4), pages 861-885, October.

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