The effects of correlation among observations on the consistency property of sample variance

DOI10.1080/03610928608829173zbMath0605.62028OpenAlexW2172071014MaRDI QIDQ3742493

Subhash C. Sharma

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829173

zbMATH Keywords

rate of convergenceconsistencysample variancecorrelated observationsARMAautoregressive moving averageconvergence in probabilityretardation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Linear Statistical Inference and its Applications
• Unnamed Item

This page was built for publication: The effects of correlation among observations on the consistency property of sample variance