A note on estimation of variance for \(\rho\)-mixing sequences

DOI10.1016/0167-7152(95)00003-8zbMath0843.62083OpenAlexW1995565044MaRDI QIDQ1914296

Magda Peligrad, Qui-Man Shao

Publication date: 5 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00003-8

zbMATH Keywords

central limit theorempartial sumsestimation of variancedependent random variablesstationary rho-mixing sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Related Items (6)

Asymptotic Normality of Local Averaging Estimates for Weakly Dependent Random Fields ⋮ On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables ⋮ Estimation of the variance for strongly mixing sequences ⋮ 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

Cites Work

• Invariance principles for mixing sequences of random variables
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
• A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence
• A Note on the Central Limit Theorems for Dependent Random Variables

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