Dehling, Herold; Fried, Roland; Sharipov, Olimjon Sh.; … - In: Statistics & Probability Letters 83 (2013) 1, pp. 141-147
We study subsampling estimators for the limit variance σ2=V ar(X1)+2∑k=2∞Cov(X1,Xk) of partial sums of a stationary stochastic process (Xk)k≥1. We establish L2-consistency of a non-overlapping block resampling method. Our results apply to processes that can be represented as functionals...