A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence

DOI10.2307/2044125zbMath0476.60037OpenAlexW4252318120MaRDI QIDQ3933713

Richard C. jun. Bradley

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2044125

zbMATH Keywords

spectral densityvariance of partial sumsweakly stationary

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic processes (60G99)

Related Items (10)

Diffusivity in multiple scattering systems ⋮ A note on estimation of variance for \(\rho\)-mixing sequences ⋮ A strong approximation for logarithmic averages of partial sums of random variables ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ A note on a theorem of Berkes and Philipp for dependent sequences ⋮ Strong approximation of very weak Bernoulli processes ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Asymptotic normality of some kernel-type estimators of probability density ⋮ Limit theorems for mixing sequences without rate assumptions ⋮ Self-normalized central limit theorem for sums of weakly dependent random variables

Cites Work

• Approximation theorems for independent and weakly dependent random vectors

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