Estimation of the variance of partial sums of dependent processes
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Publication:1933714
DOI10.1016/j.spl.2012.08.012zbMath1489.62264arXiv1506.02326OpenAlexW1994252604MaRDI QIDQ1933714
Roland Fried, Max Wornowizki, Daniel Vogel, Olimjon Sh. Sharipov, Herold G. Dehling
Publication date: 25 January 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.02326
central limit theoremvariance estimationweakly dependent processessubsampling techniquesfunctionals of mixing processes
Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)
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