Rates in the CLT for sums of dependent multiindexed random vectors (Q1781661)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rates in the CLT for sums of dependent multiindexed random vectors |
scientific article; zbMATH DE number 2183284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates in the CLT for sums of dependent multiindexed random vectors |
scientific article; zbMATH DE number 2183284 |
Statements
Rates in the CLT for sums of dependent multiindexed random vectors (English)
0 references
28 June 2005
0 references
The authors prove a number of CLT type results for the partial sums of dependent random vectors from a multiindexed random field. The underlying dependency structure is specified according to a concept of \textit{P. Doukhan} and \textit{S. Louhichi} [Stochastic Processes Appl. 84, No.~2, 313--342 (1999; Zbl 0996.60020)] for stochastic processes and of \textit{A. Bulinski} and \textit{C. Suquet} [Stat. Probab. Lett. 54, No.~2, 215--226 (2001; Zbl 0989.60052)] for random fields. Explicit bounds for the weak convergence rates are established. An application to the kernel estimate for the density of a multivariate stationary random field is also provided.
0 references
central limit theorem
0 references
multivariate random field
0 references
partial sums of dependent random vectors
0 references
dependency concept
0 references
convergence rate
0 references
kernel estimate
0 references