A functional central limit theorem for stationary random fields

DOI10.1214/AOP/1176996310MaRDI QIDQ1228304zbMATH OpenOpenAlexFDO

Authors Chandrakant M. Deo

Publication date 1975

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996310

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)

Cited in

(24)

• Invariance principle for certain classes of random fields
• Mass renormalization for the ^4 Euclidean lattice field
• Central limit theorems for point processes
• The central limit theorem and the problem of equivalence of ensembles
• The invariance principle for associated random fields
• Nonparametric testing for smooth structural changes in panel data models
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• Thermodynamic limit and central limit theorem for point random fields in non-ergodic case
• A semigroup characterization of the multiparameter Wiener process
• Martingale-coboundary representation for a class of random fields
• A functional central limit theorem on non-stationary random fields with nested spatial structure
• Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
• Detecting changes in spatial-temporal image data based on quadratic forms
• Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants
• On functional central limit theorem for stationary martingale random fields
• A non-uniform estimate of the rate of convergence in the central limit theorem for m-dependent random fields
• A Characterization of the Multiparameter Wiener Process and an Application
• An invariance principle for lattices of dependent random variables
• On the rates in the central limit theorem for weakly dependent random fields
• A robust test for serial correlation in panel data models
• Change-point detection and bootstrap for Hilbert space valued random fields
• Second-order properties of the convolved subsampling method for time series
• Spatial unit roots and spurious regression
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

This page was built for publication: A functional central limit theorem for stationary random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1228304)