M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION

Götze F, Heinrich L, Hipp C (1995)
SCANDINAVIAN JOURNAL OF STATISTICS 22(2): 183-195.

Download
Es wurde kein Volltext hochgeladen. Nur Publikationsnachweis!
Zeitschriftenaufsatz | Veröffentlicht | Englisch
Autor
; ;
Abstract / Bemerkung
We consider m-dependent random fields of bounded random vectors (generated by independent random fields) and investigate the analyticity of the cumulant generating function of sums of these random vectors. Using the Kirkwood-Salsburg equations we derive upper bounds for the cumulant generating function and prove its analyticity in a neighbourhood of zero, where the normalized bounds and the neighbourhood are independent of the number of terms in the sum, The results are applied to statistics of Poisson cluster processes and Boolean models (which have a representation in terms of an independent field) and yield probabilities of large deviations as well as Berry-Esseen results for these statistics.
Erscheinungsjahr
Zeitschriftentitel
SCANDINAVIAN JOURNAL OF STATISTICS
Band
22
Ausgabe
2
Seite(n)
183-195
ISSN
PUB-ID

Zitieren

Götze F, Heinrich L, Hipp C. M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION. SCANDINAVIAN JOURNAL OF STATISTICS. 1995;22(2):183-195.
Götze, F., Heinrich, L., & Hipp, C. (1995). M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION. SCANDINAVIAN JOURNAL OF STATISTICS, 22(2), 183-195.
Götze, F., Heinrich, L., and Hipp, C. (1995). M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION. SCANDINAVIAN JOURNAL OF STATISTICS 22, 183-195.
Götze, F., Heinrich, L., & Hipp, C., 1995. M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION. SCANDINAVIAN JOURNAL OF STATISTICS, 22(2), p 183-195.
F. Götze, L. Heinrich, and C. Hipp, “M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION”, SCANDINAVIAN JOURNAL OF STATISTICS, vol. 22, 1995, pp. 183-195.
Götze, F., Heinrich, L., Hipp, C.: M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION. SCANDINAVIAN JOURNAL OF STATISTICS. 22, 183-195 (1995).
Götze, Friedrich, Heinrich, L, and Hipp, C. “M-DEPENDENT RANDOM-FIELDS WITH ANALYTIC CUMULANT GENERATING FUNCTION”. SCANDINAVIAN JOURNAL OF STATISTICS 22.2 (1995): 183-195.