Asymptotics for linear random fields

DOI10.1016/S0167-7152(00)00139-5MaRDI QIDQ5933609zbMATH OpenWikidataFDO

Authors Domenico Marinucci, S. Poghosyan

Publication date 5 May 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00139-5

zbMATH Keywords

Hungarian constructionindependent innovationsinvariance principlelinear random fieldmultivariate polynomial

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Random fields (60G60)

Recommendations

• ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
• A central limit theorem for linear random fields
• scientific article; zbMATH DE number 4104119
• Asymptotic normality for random sums of linear processes
• A local limit theorem for linear random fields

Cites work

• A central limit theorem for stationary random fields
• A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
• Asymptotics for linear processes
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Distribution function inequalities for martingales
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 837090 (Why is no real title available?)
• scientific article; zbMATH DE number 3403545 (Why is no real title available?)
• Invariance principle for martingale-difference random fields
• Mixing: Properties and examples
• Strong approximation for set-indexed partial sum processes via KMT constructions. I
• Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
• Weak convergence for nonuniform \(\varphi\)-mixing random fields

Cited in

(21)

• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• A few remarks on Bryc's paper on random fields with linear regressions
• On a linear functional for infinitely divisible moving average random fields
• Remarks on the SLLN for linear random fields
• Strong laws of large numbers for arrays of random variables and stable random fields
• Asymptotic theory of cepstral random fields
• Testing for epidemic changes in the mean of a multiparameter stochastic process
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION
• scientific article; zbMATH DE number 4163969 (Why is no real title available?)
• ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
• The strong law of large numbers for linear random fields generated by negatively associated random variables on Z^d
• CLT for linear random fields with stationary martingale-difference innovation
• CLT for linear random fields with martingale increments
• Exact moderate and large deviations for linear random fields
• On the asymmetric Marcinkiewicz-Zygmund strong law of large numbers for linear random fields
• A local limit theorem for linear random fields
• Rates of convergence in the CLT for linear random fields
• Detection of suspicious areas in non-stationary Gaussian fields and locally averaged non-Gaussian linear fields
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• Long-run variance estimation for spatial data under change-point alternatives
• The invariance principle for linear multi-parameter stochastic processes generated by associated fields

This page was built for publication: Asymptotics for linear random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5933609)