Central limit theorem for dependent multidimensionally indexed random variables

We consider dependent multidimensionally indexed random variables whose dependence is determined by the distance of their indices. This provides a generalization of the well-known notion of m-dependence. For the partial sum of a collection of such variables we prove a central limit theorem.

MoreLess

Year of publication:	2003
Authors:	Christofides, Tasos C. ; Mavrikiou, Petroula M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 1, p. 67-78
Publisher:	Elsevier
Keywords:	Dependent random variables Multidimensionally indexed random variables Central limit theorem

More details

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

Persistent link: https://www.econbiz.de/10005074681