Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

The size of the averages of strongly mixing random variables

From MaRDI portal
Publication:689504
Jump to:navigation, search

DOI10.1016/0167-7152(93)90099-5zbMath0779.60027OpenAlexW2034762301MaRDI QIDQ689504

Eric Rieders

Publication date: 12 December 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90099-5


zbMATH Keywords

strong mixinglimit theoremsstationary sequencesmixing conditions


Mathematics Subject Classification ID

Strong limit theorems (60F15)


Related Items (4)

Modeling long term return distribution and nonparametric market risk estimation ⋮ Some examples of application of the metric entropy method ⋮ Remarks on the SLLN for linear random fields ⋮ Local Smoothing for Kernel Distribution Function Estimation



Cites Work

  • On the speed of convergence in the ergodic theorem
  • A remark on the Birkhoff ergodic theorem
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item


This page was built for publication: The size of the averages of strongly mixing random variables

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:689504&oldid=12599735"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 09:27.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki