Central limit theorem for dependent multidimensionally indexed random variables
Date
2003Source
Statistics and Probability LettersVolume
63Issue
1Pages
67-78Google Scholar check
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We consider dependent multidimensionally indexed random variables whose dependence is determined by the distance of their indices. This provides a generalization of the well-known notion of m-dependence. For the partial sum of a collection of such variables we prove a central limit theorem. © 2003 Elsevier Science B.V. All rights reserved.