On the sample variance of linear statistics derived from mixing sequences
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Publication:1208962
DOI10.1016/0304-4149(93)90066-DzbMath0765.62085MaRDI QIDQ1208962
Dimitris N. Politis, Joseph P. Romano
Publication date: 16 May 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
sample variancemixing sequenceslinear statisticasymptotic order of the mean squared errornonparametric variance estimatorstrictly stationary weakly dependent multivariate time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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