(1) Department of Statistics, University of Wisconsin, Madison, Wisconsin, 53706;(2) Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui, 230026, People's Republic of China
Abstract:
A central limit theorem for negatively associated random fields is established under the fairly general conditions. We use the finite second moment condition instead of the finite (2+)th moment condition used by Roussas.(15) A similar result is also given for positively associated sequences.