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.

引用

页码：307 / 319

页数：13

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