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.
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
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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