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

DOI10.2307/2044125zbMATH Open0476.60037OpenAlexW4252318120MaRDI QIDQ3933713FDOQ3933713

Richard C. 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)

Cites Work

• Approximation theorems for independent and weakly dependent random vectors

Cited In (10)

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

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