A note on estimation of variance for [rho]-mixing sequences

Magda Peligrad and Qi-Man Shao

Statistics & Probability Letters, 1996, vol. 26, issue 2, 141-145

Abstract: Let {Xn, n [greater-or-equal, slanted] 1} be a stationary [rho]-mixing sequence of random variables with EX1 = , EX12+[delta] for some and Var Sn --> [infinity] as n --> [infinity]. This note presents a class of estimators of Var Sn, without assuming any mixing rate.

Keywords: Central; limit; theorem; Estimation; of; variance; Partial; sums; Dependent; random; variables (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00003-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:26:y:1996:i:2:p:141-145

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().