Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11562
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dc.contributor.authorHenriques, Carla-
dc.contributor.authorOliveira, Paulo Eduardo-
dc.date.accessioned2009-09-28T10:43:32Z-
dc.date.available2009-09-28T10:43:32Z-
dc.date.issued1999-
dc.identifier.citationPré-Publicações DMUC. 99-03 (1999)en_US
dc.identifier.urihttp://hdl.handle.net/10316/11562-
dc.description.abstractConsidering an associated and strictly stationary sequence of random variables we introduce an histogram estimator for the covariances between indicator functions of those random variables. We find conditions on the covariance structure of the original random variables for the almost sure convergence of the estimator and for the convergence in distribution of the finite dimensional distributions. Finally we characterize the usual error criteria finding their convergence rates under assumptions on the convergence rate of the covariancesen_US
dc.language.isoengen_US
dc.publisherCentro de Matemática da Universidade de Coimbraen_US
dc.rightsopenAccessen_US
dc.titleCovariance estimator for associated random variablesen_US
dc.typepreprinten_US
item.languageiso639-1en-
item.fulltextCom Texto completo-
item.grantfulltextopen-
Appears in Collections:FCTUC Matemática - Artigos em Revistas Nacionais
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