Open Access
August 2014 A bivariate CLT under rho-prime mixing
R. J. Niichel
Braz. J. Probab. Stat. 28(3): 424-445 (August 2014). DOI: 10.1214/13-BJPS217

Abstract

The main result is a bivariate central limit theorem for “rectangular” sums of dependent complex-valued random variables, indexed by $\mathbb{Z} ^{d}$, which are $\rho^{\prime}$-mixing. An interesting corollary concerning the limiting behavior of the moments of the sums is then proved.

Citation

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R. J. Niichel. "A bivariate CLT under rho-prime mixing." Braz. J. Probab. Stat. 28 (3) 424 - 445, August 2014. https://doi.org/10.1214/13-BJPS217

Information

Published: August 2014
First available in Project Euclid: 17 July 2014

zbMATH: 1301.60025
MathSciNet: MR3263057
Digital Object Identifier: 10.1214/13-BJPS217

Keywords: $\rho^{\prime}$-mixing , central limit theorem , Spectral density , Strictly stationary random fields

Rights: Copyright © 2014 Brazilian Statistical Association

Vol.28 • No. 3 • August 2014
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