A dependent Lindeberg central limit theorem for cluster functionals on stationary random fields

03/06/2020
by   José G. Gómez-García, et al.
0

In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes (Z_n(f))_f∈F whose index set F is a family of cluster functionals valued on blocks of values of a stationary random field. The practicality and applicability of the result depends mainly on the usual Lindeberg condition and a sequence T_n which summarizes the dependence between the blocks of the random field values. Finally, as application, we use the previous result in order to show the Gaussian asymptotic behavior of the iso-extremogram estimator introduced in this paper.

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