Let {X.,n~l} be a stationary LNQD or NA sequence satisfying EX1 =,u,EX~c~o and (Var S.)/n--~a z as n-~. In this paper a class of self-normalized central limit theorems and estimators of Var S. are studied. The weak and strong consistency of the estimators of Var S. are presented.
Let {X.,n~l} be a stationary strongly mixing random sequence satisfying EXa =/~, EX~(~and (VarS.)/n--~a z as n--~c<~. In this paper a class of estimators of VarS. is studied.The weak consistency and asymptotic normality as well as the central limit theorem are presented.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.