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A Hoeffding-Type Inequality for Ergodic Time Series

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Abstract

In this paper, a Hoeffding-type inequality is presented for a class of ergodic time series. The inequality is then used to construct uniformly exponentially consistent tests, which are useful tools for studying Bayesian consistency.

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Authors and Affiliations

  1. Department of Psychiatry, SUNY Health Science Center, Brooklyn, NY, 11203, USA

    Yongqiang Tang

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  1. Yongqiang Tang
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Correspondence to Yongqiang Tang.

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Tang, Y. A Hoeffding-Type Inequality for Ergodic Time Series. J Theor Probab 20, 167–176 (2007). https://doi.org/10.1007/s10959-007-0057-2

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  • DOI: https://doi.org/10.1007/s10959-007-0057-2

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