Estimation of variance of partial sums of an associated sequence of random variables
type: Item
instance of: scholarly article
title: Estimation of variance of partial sums of an associated sequence of random variables
zbMATH Open document ID: 0817.62019
DOI: 10.1016/0304-4149(94)00065-2
author: Magda Peligrad
author: Ram Suresh
published in: Stochastic Processes and their Applications
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 757533
zbMATH Keywords: Wiener process
zbMATH Keywords: invariance principle
zbMATH Keywords: dependent variables
zbMATH Keywords: variance of partial sums
zbMATH Keywords: stationary sequence of associated random variables
zbMATH Keywords: subseries values
zbMATH Keywords: overlapping blocks
zbMATH Keywords: central limit theorem
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)00065-2
OpenAlex ID: W1986428799
cites work: The use of subseries values for estimating the variance of a general statistic from a stationary sequence
cites work: Q3962219
cites work: The jackknife and the bootstrap for general stationary observations
cites work: An invariance principle for certain dependent sequences
cites work: Estimation of the variance of partial sums for \(\rho\)-mixing random variables
cites work: Self-normalized central limit theorem for sums of weakly dependent random variables
description: scientific article; zbMATH DE number 757533