R.M. Balan () (Department of Mathematics and Statistics, University of Ottawa,, Department of Mathematics, Nanjing University)
Abstract
In 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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Publisher Info
Paper 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 Date of revision: Handle: RePEc:pqs:wpaper:0172005
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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