Law of large numbers for the subseries talues of a statistic from a stationary sequence
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Statistics
- Vol. 19 (2) , 295-299
- https://doi.org/10.1080/02331888808802101
Abstract
For estimating the theoretical moments of a general statistic, we propose computing subseries values of the statistic as replicates. The user need not know the dependence model or marginal distributions of the underlying stationary sequence in order to apply this technique. We prove consistency of the moment estimator under very mild assumptionsKeywords
This publication has 2 references indexed in Scilit:
- Asymptotic Normality for a General Statistic from a Stationary SequenceThe Annals of Probability, 1986
- The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic ProcessesThe Annals of Statistics, 1975