Elementary inequalities between the expected values of current estimates of variance
Hugo Steinhaus (1948)
Colloquium Mathematicum
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Displaying similar documents to “Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process”
Elementary inequalities between the expected values of current estimates of variance
On mean central limit theorems for stationary sequences
Jérôme Dedecker, Emmanuel Rio (2008)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we give estimates of the minimal distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.
Isomorphic characterizations of inner product spaces by orthogonal series with vector valued coefficients
S. Kwapień (1972)
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On certain theorems of Berry and a limit theorem of Feller
Cyril Lenárt (1968)
Matematický časopis
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A characterization of Hilbert-Schmidt operators
A. Pełczyński (1967)
Studia Mathematica
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Some combinatorial and probabilistic inequalities and their application to Banach space theory
Stanisław Kwapień, Carsten Schütt (1985)
Studia Mathematica
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