Variance of partial sums of stationary sequences (Q378818)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance of partial sums of stationary sequences |
scientific article |
Statements
Variance of partial sums of stationary sequences (English)
0 references
12 November 2013
0 references
The authors give necessary and sufficient conditions for the variance of partial sums of centered sequences of weakly stationary random variables to be regularly varying of index \(\gamma\) at infinity. The authors derive lower and upper bounds for the variance of partial sums and use them to prove the main result of this paper.
0 references
stationary sequences
0 references
long-range dependence
0 references
Fourier analysis
0 references
tempered distributions
0 references
0 references
