Estimation of the variance for strongly mixing sequences

  • Strongway Shi


Let {X n,n≥1∼ be a stationary strongly mixing random sequence satisfying EX 1=μ EX 1 2 <∞ and (VarS n )/nσ 2 as n→∞. In this paper a class of estimators of VarS n is studied. The weak consistency and asymptotic normality as well as the central limit theorem are presented

1991 MR Subject Classification

60F05 62F12 


Estimation strongly mixing consistency asymptotic normality 


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Copyright information

© Editorial Committee of Applied Mathematics-A Journal of Chinese Universities 2000

Authors and Affiliations

  • Strongway Shi
    • 1
  1. 1.Dept. of Math.Zhejiang Univ.Hangzhou

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