Variance of partial sums of stationary sequences (Q378818): Difference between revisions
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The authors give necessary and sufficient conditions for the variance of partial sums of centered sequences of weakly stationary random variables to be regularly varying of index \(\gamma\) at infinity. The authors derive lower and upper bounds for the variance of partial sums and use them to prove the main result of this paper. | |||
Property / review text: The authors give necessary and sufficient conditions for the variance of partial sums of centered sequences of weakly stationary random variables to be regularly varying of index \(\gamma\) at infinity. The authors derive lower and upper bounds for the variance of partial sums and use them to prove the main result of this paper. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Miroslav M. Ristić / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 42A24 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6226035 / rank | |||
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Property / zbMATH Keywords | |||
stationary sequences | |||
Property / zbMATH Keywords: stationary sequences / rank | |||
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long-range dependence | |||
Property / zbMATH Keywords: long-range dependence / rank | |||
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Fourier analysis | |||
Property / zbMATH Keywords: Fourier analysis / rank | |||
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tempered distributions | |||
Property / zbMATH Keywords: tempered distributions / rank | |||
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Revision as of 12:13, 29 June 2023
scientific article
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English | Variance of partial sums of stationary sequences |
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Variance of partial sums of stationary sequences (English)
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12 November 2013
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The authors give necessary and sufficient conditions for the variance of partial sums of centered sequences of weakly stationary random variables to be regularly varying of index \(\gamma\) at infinity. The authors derive lower and upper bounds for the variance of partial sums and use them to prove the main result of this paper.
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stationary sequences
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long-range dependence
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Fourier analysis
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tempered distributions
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