R.M. Balan () (Department of Mathematics and Statistics, University of Ottawa,)
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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