Almost sure convergence of the Bartlett estimator

DOI10.1007/S10998-005-0017-5zbMATH Open1092.62030OpenAlexW1988348892MaRDI QIDQ2368601FDOQ2368601

Authors István Berkes, Lajos Horváth, Piotr Kokoszka, Q. M. Shao 

Publication date 27 June 2006

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10998-005-0017-5

zbMATH Keywords

long-range dependenceweak dependencecumulantsincrements of partial sumsvariance of the mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15)

Recommendations

• On Bartlett’s Formula for Non‐linear Processes
• Estimation of the variance for strongly mixing sequences
• Publication:4733238
• On the almost sure convergence of series of stationary and related nonstationary variables
• scientific article; zbMATH DE number 3928141

Cited In (13)

• Testing for changes in the covariance structure of linear processes
• A note on Studentized confidence intervals for the change-point
• Sequential monitoring variance changes in location model
• Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
• On discriminating between long-range dependence and changes in mean
• Bootstrapping confidence intervals for the change-point of time series
• Strong approximation for the sums of squares of augmented GARCH sequences
• Monitoring shifts in mean: asymptotic normality of stopping times
• ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
• Multi-scale detection of rate changes in spike trains with weak dependencies
• Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence
• Spurious regression due to neglected of non-stationary volatility
• Weakly dependent functional data

This page was built for publication: Almost sure convergence of the Bartlett estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2368601)