The variance of partial sums of strong near-epoch dependent variables

DOI10.1016/j.spl.2006.04.031zbMath1102.60018OpenAlexW2030480224MaRDI QIDQ850193

Jin Qiu, Zheng Yan Lin

Publication date: 15 November 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.031

zbMATH Keywords

near-epoch dependencestrong near-epoch dependencevariance of partial sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (2)

The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations

Cites Work

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• The functional central limit theorem for strong near-epoch dependent random variables
• THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
• THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
• Some Limit Theorems for Stationary Processes

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