We prove a new bound for the Rosenblatt coefficient of the normalized partial sums of a sequence of m-dependent random variables; this bound is used to prove a general result, from which the Almost Sure Central Limit Theorem can be deduced.
The Rosenblatt Coefficient for m-dependent random sequences with applications to the ASCLT
GIULIANO, RITA
2008-01-01
Abstract
We prove a new bound for the Rosenblatt coefficient of the normalized partial sums of a sequence of m-dependent random variables; this bound is used to prove a general result, from which the Almost Sure Central Limit Theorem can be deduced.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.