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A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors

AndréR. Dabrowski and Herold Dehling

Stochastic Processes and their Applications, 1988, vol. 30, issue 2, 277-289

Abstract: Associated sequences have been studied extensively in recent years. Burton et al. (1986) introduced a generalization of association to d-dimensional random vectors and proved Functional Central Limit Theorems. In the present paper a Berry-Esséen theorem and a Functional Law of the Iterated Logarithm are obtained.

Date: 1988
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