Estimation of the variance of partial sums for \(\rho\)-mixing random variables

DOI10.1006/jmva.1995.1008zbMath0816.62027OpenAlexW2069200282MaRDI QIDQ1343351

Magda Peligrad, Qui-Man Shao

Publication date: 3 July 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1008

zbMATH Keywords

confidenceasymptotic normalityweak consistencystationary sequencesample meanmixing random variablesweakly dependent random variablesvariance of partial sumsself-normalizing central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (20)

New robust confidence intervals for the mean under dependence ⋮ A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Estimation of variance of partial sums of an associated sequence of random variables ⋮ Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes ⋮ A nonclassical law of the iterated logarithm for functions of positively associated random variables ⋮ A self-normalized central limit theorem for a ρ-mixing stationary sequence ⋮ A note on estimation of variance for \(\rho\)-mixing sequences ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Estimation of the variance for strongly mixing sequences ⋮ Estimation of the limit variance for sums under a new weak dependence condition ⋮ Precise rates in complete moment convergence for \(\rho \)-mixing sequences ⋮ A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences ⋮ A self-normalized invariance principle for a \(\phi\)-mixing sequence ⋮ The weak convergence for functions of negatively associated random variables ⋮ Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location ⋮ Towards a nonparametric test of linearity for times series ⋮ Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables ⋮ Nonparametric estimation of structural change points in volatility models for time series

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