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

WANG Cong; ZHANG Lixin

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Chinese Journal of Applied Probability and Statistics > 2005 > 21(4): 419-430.

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.

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

WANG Cong^1,2,
ZHANG Lixin¹

1. Department of Mathematics of Zhejiang University, Hangzhou, 310028;
2. Ningbo Municipal Bureau of Statistics, Ningbo, 315010

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Received Date: December 19, 2004

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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