Let {X\-n,n≥1} be a stationary strongly mixing random sequence satisfying E X\-1=μ, E X\+2\-1<∞ and (Var S\-n)/n→σ\+2 as n→∞ . In this paper a class of estimators of Var S\-n is studied. Th...Let {X\-n,n≥1} be a stationary strongly mixing random sequence satisfying E X\-1=μ, E X\+2\-1<∞ and (Var S\-n)/n→σ\+2 as n→∞ . In this paper a class of estimators of Var S\-n is studied. The weak consistency and asymptotic normality as well as the central limit theorem are presented.展开更多
文摘Let {X\-n,n≥1} be a stationary strongly mixing random sequence satisfying E X\-1=μ, E X\+2\-1<∞ and (Var S\-n)/n→σ\+2 as n→∞ . In this paper a class of estimators of Var S\-n is studied. The weak consistency and asymptotic normality as well as the central limit theorem are presented.
