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Title: A central limit theorem for associated variables
Authors: Oliveira, Paulo Eduardo 
Issue Date: 1998
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 98-01 (1998)
Abstract: Using a coupling technique we prove a Central Limit Theorem for associated random variables supposing only the existence of moments of second order, and assumptions that imply some sort of weak stationarity. Supposing the existence of absolute moments of order 3 and without any stationarity condition, we derive a convergence rate, based on a convenient version of the classical Berry-Esséen inequality.
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

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