Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables

  • Zhang Lixin 
  • Shi Strongway 


Let {X n, n≥1} be a stationary LNQD or NA sequence satisfying EX 1 = μ, EX 1 2 <∞ and (Var S n)/n→σ2 as n→∞. In this paper a class of self-normalized central limit theorems and estimators of Var S n are studied. The weak and strong consistency of the estimators of Var S n are presented.

MR Subject Classification

60F05 60F15 


estimation negative dependence consistency variance of partial sums 


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Copyright information

© Editorial Committee of Applied Mathematics-A Journal of Chinese Universities 2002

Authors and Affiliations

  • Zhang Lixin 
    • 1
  • Shi Strongway 
    • 1
  1. 1.Dept. of Math.Zhejiang Univ., Xixi CampusHangzhouChina

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