Law of large numbers for the subseries talues of a statistic from a stationary sequence

DOI10.1080/02331888808802101zbMath0643.62026OpenAlexW2077076509MaRDI QIDQ3785777

Edward Carlstein

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802101

zbMATH Keywords

momentsconsistencystationary sequencemoment estimatorsubseries values

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (3)

Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models ⋮ Unnamed Item ⋮ On the sample variance of linear statistics derived from mixing sequences

Cites Work

• Asymptotic normality for a general statistic from a stationary sequence
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes

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