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The size of the averages of strongly mixing random variables

✍ Scribed by Eric Rieders


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
489 KB
Volume
18
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


The asymptotic behavior of quadratic for
✍ Fuming Lin πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 649 KB

Let {Z i , i β‰₯ 1} be a linear process defined by Z t = ∞ j=0 d j ΞΎ t-j with {d j , j β‰₯ 0} being a regular varying sequence of real numbers and {ΞΎ t , -∞ < t < ∞} being a sequence of Ο†-mixing random variables. The present paper studies the asymptotic behavior of the quadratic form n k,l=1 Β΅(kl)Z k Z