On the sample variance of linear statistics derived from mixing sequences (Q1208962)
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scientific article; zbMATH DE number 167152
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| English | On the sample variance of linear statistics derived from mixing sequences |
scientific article; zbMATH DE number 167152 |
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On the sample variance of linear statistics derived from mixing sequences (English)
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16 May 1993
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mixing sequences
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strictly stationary weakly dependent multivariate time series
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linear statistic
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nonparametric variance estimator
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sample variance
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asymptotic order of the mean squared error
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0.8031314015388489
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0.7805015444755554
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0.7761014103889465
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0.7529980540275574
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