A note on estimation of variance for -mixing sequences

DOI10.1016/0167-7152(95)00003-8MaRDI QIDQ1914296zbMATH OpenOpenAlexFDO

Authors Magda Peligrad, Q. M. Shao

Publication date 5 June 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00003-8

zbMATH Keywords

central limit theoremdependent random variablesestimation of variancepartial sumsstationary rho-mixing sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Recommendations

• Estimation of the variance for strongly mixing sequences
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• On the sample variance of linear statistics derived from mixing sequences
• Note on the almost sure central limit theorem for ^--mixing sequences
• On the central limit theorem for \(\rho\)-mixing sequences of random variables
• On constructing sequences estimating the mixing distribution with applications

Cites work

• A Note on the Central Limit Theorems for Dependent Random Variables
• A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• Invariance principles for mixing sequences of random variables
• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables

Cited in

(8)

• On the sample variance of linear statistics derived from mixing sequences
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• On the strong law of large numbers for -mixing and -mixing random variables
• Estimation of the variance for strongly mixing sequences
• A self-normalized invariance principle for a \(\phi\)-mixing sequence
• Precise rates in complete moment convergence for \(\rho \)-mixing sequences
• Asymptotic normality of local averaging estimates for weakly dependent random fields
• A self-normalized central limit theorem for -mixing stationary sequences

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