Estimation of variance of partial sums of an associated sequence of random variables

Magda Peligard and Ram Suresh

Stochastic Processes and their Applications, 1995, vol. 56, issue 2, 307-319

Abstract: Let Xn, n [greater-or-equal, slanted] 1 be a stationary sequence of associated random variables satisfying E(X1) = [mu], E(X21) [sigma]2 as n --> [infinity]. In this paper, an estimator of [sigma]2 based on the subseries values using overlapping blocks is studied. A central limit theorem related to this estimator is obtained.

Keywords: Dependent; variables; Associated; sequences; Variance; of; partial; sums; Estimation (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (7)

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