Title of article
Estimation of variance of partial sums of an associated sequence of random variables
Author/Authors
Peligard، نويسنده , , Magda and Suresh، نويسنده , , Ram، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
13
From page
307
To page
319
Abstract
Let Xn, n ⩾ 1 be a stationary sequence of associated random variables satisfying E(X1) = μ, E(X21) < ∞ and (Var Sn)n → σ2 as n → ∞. In this paper, an estimator of σ2 based on the subseries values using overlapping blocks is studied. A central limit theorem related to this estimator is obtained.
Keywords
Dependent variables , Associated sequences , Variance of partial sums , Estimation
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575669
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