The variance of partial sums of strong near-epoch dependent variables

DOI10.1016/j.spl.2006.04.031zbMath1102.60018MaRDI QIDQ850193

Jin Qiu, Zheng Yan Lin

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.031

zbMATH Keywords

near-epoch dependence; strong near-epoch dependence; variance of partial sums

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

Related Items

The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations, The functional central limit theorem for linear processes with strong near-epoch dependent innovations

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