Estimation of the variance for strongly mixing sequences

  • Strongway Shi
Article

Abstract

Let {Xn,n≥1∼ be a stationary strongly mixing random sequence satisfying EX1=μ EX12<∞ and (VarSn)/nσ2 as n→∞. In this paper a class of estimators of VarSn is studied. The weak consistency and asymptotic normality as well as the central limit theorem are presented

1991 MR Subject Classification

60F05 62F12 

Keywords

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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