Estimation of the variance for strongly mixing sequences

DOI10.1007/S11766-000-0008-5zbMath0969.62057OpenAlexW2000716857MaRDI QIDQ1976454

Shi Strongway

Publication date: 10 May 2000

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-000-0008-5

zbMATH Keywords

asymptotic normalityweak consistencystrongly mixing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items (2)

Estimation of the limit variance for sums under a new weak dependence condition ⋮ A contagion test with unspecified heteroscedastic errors

Cites Work

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• Multilinear forms and measures of dependence between random variables
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• Central limit theorem for linear processes
• The jackknife and the bootstrap for general stationary observations
• Estimation of variance of partial sums of an associated sequence of random variables
• A note on estimation of variance for \(\rho\)-mixing sequences
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
• A functional central limit theorem for strongly mixing sequences of random variables

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