Moment-Type Estimates for Characteristic Functions with Application to Von Mises Inequality*
- Autores: Shevtsova I.G.1
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Afiliações:
- Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
- Edição: Volume 214, Nº 1 (2016)
- Páginas: 119-131
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/237336
- DOI: https://doi.org/10.1007/s10958-016-2762-9
- ID: 237336
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Resumo
We obtaine exact moment-type estimates for the real part and for the absolute value of a characteristic function with the first three moments being fixed. As a corollary, the Mises inequality for lattice distributions is improved and generalized to the case of fractional-order moments.
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Sobre autores
I. Shevtsova
Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
Autor responsável pela correspondência
Email: ishevtsova@cs.msu.ru
Rússia, Moscow
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