ESTIMATION OF VARIANCE OF PARTIAL-SUMS OF AN ASSOCIATED SEQUENCE OF RANDOM-VARIABLES

被引：19
|
作者：
PELIGARD, M
SURESH, R
机构：
[1] Department of Mathematical Sciences, University of Cincinnati, Cincinnati
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 56卷 / 02期
基金：
美国国家科学基金会;
关键词：
DEPENDENT VARIABLES; ASSOCIATED SEQUENCES; VARIANCE OF PARTIAL SUMS; ESTIMATION;
D O I：
10.1016/0304-4149(94)00065-2
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let {X(n), n greater than or equal to 1} be a stationary sequence of associated random variables satisfying E(X(1)) = mu, E(X(1)(2)) < infinity and (Var S-n)/n --> sigma(2) as n --> infinity. In this paper, an estimator of sigma(2) based on the subseries values using overlapping blocks is studied. A central limit theorem related to this estimator is obtained.
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页码：307 / 319
页数：13
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