The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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Publication:1082006
DOI10.1214/aos/1176350057zbMath0602.62029OpenAlexW1995884203WikidataQ100556707 ScholiaQ100556707MaRDI QIDQ1082006
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350057
sample varianceconsistent estimatorstationary sequencevariance estimationsubseriesalpha- mixing sequencefirst-order autoregressive schemesrobust estimator of location
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