An invariance principle for weakly associated random vectors

The positive dependence notion of association for collections of random variables is generalized to that of weak association for collections of vector valued random elements in such a way as to allow negative dependencies in individual random elements. An invariance principle is stated and proven for a stationary, weakly associated sequence of d-valued or separable Hilbert space valued random elements which satisfy a covariance summability condition.

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Year of publication:	1986
Authors:	Burton, Robert M. ; Dabrowski, AndréRobert ; Dehling, Herold
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 23.1986, 2, p. 301-306
Publisher:	Elsevier
Subject:	invariance principle association

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873956