Asymptotic normal distribution of multidimensional statistics of dependent random variables

Rodolfo De Dominicis

Journal of Multivariate Analysis, 1983, vol. 13, issue 2, 302-309

Abstract: 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.

Keywords: central; limit; theorem; multidimensional; random; processes; dependent; random; variables; reflected; telluric; waves (search for similar items in EconPapers)
Date: 1983
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(83)90028-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:13:y:1983:i:2:p:302-309

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().