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Asymptotic normal distribution of multidimensional statistics of dependent random variables

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  • De Dominicis, Rodolfo

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.

Suggested Citation

  • De Dominicis, Rodolfo, 1983. "Asymptotic normal distribution of multidimensional statistics of dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 13(2), pages 302-309, June.
    • Handle: RePEc:eee:jmvana:v:13:y:1983:i:2:p:302-309
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    Cited by:

    1. Cerioli, Andrea, 2002. "Tests of homogeneity for spatial populations," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 123-130, June.

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