A Strong Invariance Principle for Associated Random Fields
AbstractIn this paper we generalize Yu’s strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n -> (infinity symbol). The main tools will be the Berkes-Morrow multi-parameter blocking technique, the Csörgö-Révész quantile transform method and the Bulinski rate of convergence in the CLT for associated random fields.
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Bibliographic InfoPaper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS390.
Length: 18 pages
Date of creation: 14 Oct 2003
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strong invariance principle; associated random fields; blocking technique; quantile transform.;
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-23 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dabrowski, AndréRobert, 1985. "A functional law of the iterated logarithm for associated sequences," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 209-212, July.
- Burton, Robert M. & Dabrowski, AndréRobert & Dehling, Herold, 1986. "An invariance principle for weakly associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 23(2), pages 301-306, December.
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