A note on estimation of variance for \(\rho\)-mixing sequences
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Publication:1914296
DOI10.1016/0167-7152(95)00003-8zbMath0843.62083MaRDI QIDQ1914296
Publication date: 5 June 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00003-8
central limit theorem; partial sums; estimation of variance; dependent random variables; stationary rho-mixing sequences
Related Items
A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences, On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables, Estimation of the variance for strongly mixing sequences, A self-normalized invariance principle for a \(\phi\)-mixing sequence, Precise rates in complete moment convergence for \(\rho \)-mixing sequences, Asymptotic Normality of Local Averaging Estimates for Weakly Dependent Random Fields
Cites Work
- Invariance principles for mixing sequences of random variables
- Estimation of the variance of partial sums for \(\rho\)-mixing random variables
- The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
- A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence
- A Note on the Central Limit Theorems for Dependent Random Variables