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- W2562246809 abstract "Abstract We discuss ergodicity for the mean in the sense that the sample average converges in mean square to the population mean of a stationary stochastic process. This differs from ergodicity in a measure theoretic sense. It is widely known that asymptotic uncorrelatedness is sufficient for ergodicity for the mean. We weaken this assumption to “asymptotic average uncorrelatedness” and show that it cannot be further weakened: Our condition is necessary and sufficient." @default.
- W2562246809 created "2017-01-06" @default.
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- W2562246809 date "2017-02-01" @default.
- W2562246809 modified "2023-10-16" @default.
- W2562246809 title "Ergodic for the mean" @default.
- W2562246809 cites W1487724254 @default.
- W2562246809 doi "https://doi.org/10.1016/j.econlet.2016.12.013" @default.
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