Almost sure convergence of the Bartlett estimator

DOI10.1007/S10998-005-0017-5MaRDI QIDQ2368601zbMATHOpenAlexFDO

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)

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