We introduce a new class of dependent sequences of random variables, which is a subclass of near-epoch dependent sequences, but can also be approximated by mixing sequences. For this kind of sequences of random variables, we call them strong nearepoch dependent sequences, a p-order, p ＞ 2, (maximum) moment inequality is established under weaker dependence sizes.
LIN ZhengyanDepartment of Mathematics, Zhejiang University, Hangzhou 310028, China
