Asymptotic normal distribution of multidimensional statistics of dependent random variables
A central limit theorem for multidimensional processes in the sense of [9 and 10] is proved. In particular the asymptotic normal distribution of a sum of dependent random functions of m variables defined on the positive part of the integral lattice is established by the method of moments. The results obtained can be used, for example, in proving the asymptotic normality of different statistics of n0-dependent random variables as well as to determine the asymptotic behaviour of the resultant of reflected waves of telluric type.
Year of publication: |
1983
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Authors: | De Dominicis, Rodolfo |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 2, p. 302-309
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Publisher: |
Elsevier |
Keywords: | central limit theorem multidimensional random processes dependent random variables reflected telluric waves |
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