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https://hdl.handle.net/10316/11226
Title: | A central limit theorem for associated variables | Authors: | Oliveira, Paulo Eduardo | Issue Date: | 1998 | Publisher: | Centro de Matemática da Universidade de Coimbra | Citation: | Pré-Publicações DMUC. 98-01 (1998) | Abstract: | Using a coupling technique we prove a Central Limit Theorem for associated random variables supposing only the existence of moments of second order, and assumptions that imply some sort of weak stationarity. Supposing the existence of absolute moments of order 3 and without any stationarity condition, we derive a convergence rate, based on a convenient version of the classical Berry-Esséen inequality. | URI: | https://hdl.handle.net/10316/11226 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Vários |
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A central limit theorem for associated variables.pdf | 205.23 kB | Adobe PDF | View/Open |
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