On the sample variance of linear statistics derived from mixing sequences (Q1208962): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sample variance of linear statistics derived from mixing sequences |
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On the sample variance of linear statistics derived from mixing sequences (English)
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16 May 1993
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mixing sequences
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strictly stationary weakly dependent multivariate time series
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linear statistic
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nonparametric variance estimator
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sample variance
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asymptotic order of the mean squared error
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