SELF-NORMALIZED CENTRAL LIMIT THEOREM AND ESTIMATION OF VARIANCE OF PARTIAL SUMS FOR NEGATIVE DEPEND

• 作 者: ZhangLixin ShiStrongway
• 机 构: Dept.ofMath.
• 出 处: 高校应用数学学报：英文版
• 发表日期: 2002年3期
• 关键词: 负相随机变量 自正则化中心极限定理 部分和 方差估计 estimation negative dependence consistency variance
• 基金项目: the National Natural Science Foundation of China(1 0 0 71 0 72 )

Let {Xn,n≥1} be a stationary LNQD or NA sequence satisfying EX1 =,μ,EX21<∞ and (Var Sn)/n→a^2 as n→∞. In this paper a class of self-normalized central limit theorems and estimators of Var Sn are studied. The weak and strong consistency of the estimator