VARIANCE-ESTIMATION UNDER ERGODIC HYPOTHESIS

Authors
ARFI M
Citation
M. Arfi, VARIANCE-ESTIMATION UNDER ERGODIC HYPOTHESIS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 318(10), 1994, pp. 961-966
Citations number
8
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
318
Issue
10
Year of publication
1994
Pages
961 - 966
Database
ISI
SICI code
0764-4442(1994)318:10<961:VUEH>2.0.ZU;2-R
Abstract
We prove the uniform almost sure convergence of a kernel estimate for the variance function under ergodic hypothesis.