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On a CLT for Gibbs fields and its functional version

Author

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  • Maltz, Alberto L.
  • Samur, Jorge D.

Abstract

A uniform CLT on rectangles is proved for functions of mixing random fields. This gives a functional version of a CLT of Künsch for Gibbs fields, which in turn is somewhat improved. Some examples in this subject are given.

Suggested Citation

  • Maltz, Alberto L. & Samur, Jorge D., 2003. "On a CLT for Gibbs fields and its functional version," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 323-333, September.
    • Handle: RePEc:eee:stapro:v:64:y:2003:i:3:p:323-333
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    References listed on IDEAS

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    1. Maltz, Alberto L., 2001. "A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 351-359, February.
    2. Neaderhouser, Carla C., 1981. "An almost sure invariance principle for partial sums associated with a random field," Stochastic Processes and their Applications, Elsevier, vol. 11(1), pages 1-10, March.
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