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A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance

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  • Maltz, Alberto L.

Abstract

For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dimensional distributions to a Brownian motion is proved, extending to infinite variance previous results of the author and a Central Limit Theorem of Nahapetian. Gibbs fields are considered.

Suggested Citation

  • Maltz, Alberto L., 2001. "A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 351-359, February.
    • Handle: RePEc:eee:stapro:v:51:y:2001:i:4:p:351-359
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    Cited by:

    1. Maltz, Alberto L. & Samur, Jorge D., 2003. "On a CLT for Gibbs fields and its functional version," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 323-333, September.

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