Ergodic for the mean

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 151
Issue: C
Pages: 75-78

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:151:y:2017:i:c:p:75-78
Journal Field
General
Author Count
1
Added to Database
2026-01-25