A Strong Invariance Principle for Associated Random Fields

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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Year of publication:	2003-10-14
Authors:	Balan, R.M.
Institutions:	Départment des sciences administratives, Université du Québec en Outaouais (UQO)
Subject:	strong invariance principle \| associated random fields \| blocking technique \| quantile transform

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Extent:	application/pdf
Series:	RePAd Working Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number lrsp-TRS390 18 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005773130