ρ*-混合随机变量序列部分和的方差估计
Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables
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摘要: 本文研究了ρ*-混合随机变量序列部分和的方差估计,给出了部分和方差估计的相合性及渐近正态性.Abstract: In this paper, we studied the estimation of the variance of partial sums for ρ*-mixing random variables and obtained the consistency and the asymptotic normalities of the estimators of the variance.