A note on estimation of variance for rho-mixing sequences

被引：9

作者：

Peligrad, M

Shao, QM

机构：

[1] UNIV CINCINNATI, DEPT MATH SCI, CINCINNATI, OH 45221 USA

[2] NATL UNIV SINGAPORE, DEPT MATH, SINGAPORE 117548, SINGAPORE

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 02期

关键词：

central limit theorem; estimation of variance; partial sums; dependent random variables;

D O I：

10.1016/0167-7152(95)00003-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X(n), n greater than or equal to 1} be a stationary rho-mixing sequence of random variables with EX(1) = mu, E\X(1)\(2+delta) < infinity for some 0 < delta less than or equal to 1, and VarS(n) --> infinity as n --> infinity. This note presents a class of estimators of VarS(n), without assuming any mixing rate.

引用

页码：141 / 145

页数：5

共 5 条

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