Variance of partial sums of stationary sequences (Q378818)
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scientific article; zbMATH DE number 6226035
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| English | Variance of partial sums of stationary sequences |
scientific article; zbMATH DE number 6226035 |
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Variance of partial sums of stationary sequences (English)
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12 November 2013
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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.
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stationary sequences
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long-range dependence
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Fourier analysis
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tempered distributions
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0.8099560737609863
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0.8060178756713867
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0.7924109101295471
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