Estimation of variance of partial sums of an associated sequence of random variables

DOI10.1016/0304-4149(94)00065-2MaRDI QIDQ1890704zbMATH OpenOpenAlexFDO

Authors Magda Peligrad, Ram Suresh

Publication date 23 May 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00065-2

zbMATH Keywords

central limit theoremdependent variablesinvariance principleoverlapping blocksstationary sequence of associated random variablessubseries valuesvariance of partial sumsWiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• An invariance principle for certain dependent sequences
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• scientific article; zbMATH DE number 3783983 (Why is no real title available?)
• Self-normalized central limit theorem for sums of weakly dependent random variables
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(26)

• Empirical likelihood ratio confidence interval for positively associated series
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Kaplan-Meier estimator under association
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• Maximal inequalities for demimartingales and a strong law of large numbers
• On estimation of limiting variance of partial sums of functions of associated random variables
• Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables
• Estimation of the variance of partial sums of dependent processes
• Estimation of the variance for strongly mixing sequences
• A self-normalized invariance principle for a \(\phi\)-mixing sequence
• Wilcoxon-signed rank test for associated sequences
• On the Variance of Subset Sum Estimation
• Theory & Methods: Approximations of distributions for some standardized partial sums in sequential analysis
• A self-normalized central limit theorem for a \(\rho\)-mixing stationary sequence
• scientific article; zbMATH DE number 4119413 (Why is no real title available?)
• Estimating mean and variance of sum of correlated random variables using empirical moments
• Nonparametric confidence intervals for location in time series data
• Estimation of the limit variance for sums under a new weak dependence condition
• The weak convergence for functions of negatively associated random variables
• Normal approximation for quasi-associated random fields
• Predictive inference for travel time on transportation networks
• Detecting changes in the trend function of heteroscedastic time series
• Empirical Euclidean likelihood for general estimating equations under association dependence
• The variance of partial sums of strong near-epoch dependent variables
• A nonclassical law of the iterated logarithm for functions of positively associated random variables
• A self-normalized central limit theorem for -mixing stationary sequences

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