Almost sure convergence of the Bartlett estimator

DOI10.1007/s10998-005-0017-5zbMath1092.62030MaRDI QIDQ2368601

István Berkes, Lajos Horváth, Qui-Man Shao, Piotr S. Kokoszka

Publication date: 27 June 2006

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-005-0017-5

zbMATH Keywords

cumulants; long-range dependence; weak dependence; increments of partial sums; variance of the mean

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F15: Strong limit theorems

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