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A Strong Invariance Principle for Associated Random Fields

Author

Listed:
  • 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.

Suggested Citation

  • R.M. Balan, 2003. "A Strong Invariance Principle for Associated Random Fields," RePAd Working Paper Series lrsp-TRS390, Département des sciences administratives, UQO.
    • Handle: RePEc:pqs:wpaper:0172005
    as

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    File URL: http://www.repad.org/ca/on/lrsp/TRS390.pdf
    File Function: First version, 2003
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    References listed on IDEAS

    as
    1. 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.
    2. Dabrowski, AndréRobert, 1985. "A functional law of the iterated logarithm for associated sequences," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 209-212, July.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    strong invariance principle; associated random fields; blocking technique; quantile transform.;
    All these keywords.

    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

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