Estimation of the Variance of Partial Sums for <i>ρ</i><sup>*</sup>-Mixing Random Variables

WANG Cong; ZHANG Lixin

WANG Cong, ZHANG Lixin. Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 419-430.

Citation:

WANG Cong, ZHANG Lixin. Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 419-430.

Citation:

WANG Cong, ZHANG Lixin. Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 419-430.

Estimation of the Variance of Partial Sums for ρ^*-Mixing Random Variables

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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.

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Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables

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Estimation of the Variance of Partial Sums for ρ^*-Mixing Random Variables