A note on estimation of variance for \(\rho\)-mixing sequences

DOI10.1016/0167-7152(95)00003-8zbMath0843.62083MaRDI QIDQ1914296

Qui-Man Shao, Magda Peligrad

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 theorem; partial sums; estimation of variance; dependent random variables; stationary rho-mixing sequences

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M09: Non-Markovian processes: estimation

Related Items

A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences, On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-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

Cites Work

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