Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11562
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Henriques, Carla | - |
dc.contributor.author | Oliveira, Paulo Eduardo | - |
dc.date.accessioned | 2009-09-28T10:43:32Z | - |
dc.date.available | 2009-09-28T10:43:32Z | - |
dc.date.issued | 1999 | - |
dc.identifier.citation | Pré-Publicações DMUC. 99-03 (1999) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11562 | - |
dc.description.abstract | Considering 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 covariances | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | en_US |
dc.title | Covariance estimator for associated random variables | en_US |
dc.type | preprint | en_US |
item.openairetype | preprint | - |
item.fulltext | Com Texto completo | - |
item.languageiso639-1 | en | - |
item.grantfulltext | open | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
crisitem.author.researchunit | CMUC - Centre for Mathematics of the University of Coimbra | - |
crisitem.author.orcid | 0000-0002-2142-2849 | - |
crisitem.author.orcid | 0000-0001-7217-5705 | - |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Nacionais |
Files in This Item:
File | Description | Size | Format | |
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Covariance estimator for associated random variables.pdf | 220.85 kB | Adobe PDF | View/Open |
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