A0649
Title: A Gaussian approximation result for weakly dependent random fields using dependency graphs
Authors: Dennis Loboda - RWTH Aachen University, Institute of Statistics (Germany) [presenting]
Abstract: Non-stationary random fields under the physical dependence measure are investigated. In particular, the objective is to study the maximum of local averages given an increasing bandwidth under expanding-domain asymptotics. By defining suitable vectors based on the studied random field it becomes possible to use the concept of dependency graphs known from time series analysis. This leads to an approximation result for the maximum of local averages through a Gaussian random field which preserves the covariance structure.
