Moment-Type Estimates for Characteristic Functions with Application to Von Mises Inequality*
- Авторы: Shevtsova I.G.1
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Учреждения:
- Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
- Выпуск: Том 214, № 1 (2016)
- Страницы: 119-131
- Раздел: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/237336
- DOI: https://doi.org/10.1007/s10958-016-2762-9
- ID: 237336
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Аннотация
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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Об авторах
I. Shevtsova
Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
Автор, ответственный за переписку.
Email: ishevtsova@cs.msu.ru
Россия, Moscow
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