Asymptotic behavior of functionals of cyclic long-range dependent random fields

DOI10.1007/S10958-012-1047-1MaRDI QIDQ1948541zbMATH OpenOpenAlexFDO

Authors Boris Klykavka, Matthew Vicendese, Andriy Olenko

Publication date 24 April 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.3349

zbMATH Keywords

long-range dependencerandom fieldslimit theoremsseasonal/cyclic long memoryweighted functionals

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Abstract: Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity. However, variances of averaged functionals of these fields are regularly varying. Limit theorems for weighted functionals of cyclical long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed.

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Cited in

(11)

• Limit theorems for filtered long-range dependent random fields
• A limit theorem for random fields with a singularity in the spectrum
• Asymptotics of weighted empirical processes of linear fields with long-range dependence
• On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)
• Theory and statistics of long-range dependent random processes. (Abstract of thesis)
• Tauberian and Abelian theorems for long-range dependent random fields
• Asymptotic normality of simultaneous estimators of cyclic long-memory processes
• Spectral covariance and limit theorems for random fields with infinite variance
• A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour
• Reduction principle for functionals of strong-weak dependent vector random fields
• Limit theorems for weighted functionals of cyclical long-range dependent random fields

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