A Strong Invariance Principle for Associated Random Fields

R. Balan ()
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R. Balan: Department of Mathematics and Statistics, University of Ottawa,

No lrsp-TRS390, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: In this paper we generalize Yu’s strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n -> (infinity symbol). The main tools will be the Berkes-Morrow multi-parameter blocking technique, the Csörgö-Révész quantile transform method and the Bulinski rate of convergence in the CLT for associated random fields.

Keywords: strong invariance principle; associated random fields; blocking technique; quantile transform. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2003-10-14
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