Email this article Moment-Type Estimates for Characteristic Functions with Application to Von Mises Inequality*
- Authors: Shevtsova I.G.1
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Affiliations:
- Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
- Issue: Vol 214, No 1 (2016)
- Pages: 119-131
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/237336
- DOI: https://doi.org/10.1007/s10958-016-2762-9
- ID: 237336
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Abstract
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.
About the authors
I. G. Shevtsova
Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
Author for correspondence.
Email: ishevtsova@cs.msu.ru
Russian Federation, Moscow
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