CLT for linear random fields with stationary martingale-difference innovation

DOI10.1007/S10986-011-9127-3MaRDI QIDQ392764zbMATH OpenOpenAlexFDO

Authors Povilas Banys

Publication date 15 January 2014

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-011-9127-3

zbMATH Keywords

Beveridge-Nelson decompositioncentral limit theoremlexicographical ordermartingale differencesrandom linear fields

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Random fields (60G60)

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Cites work

• A central limit theorem for stationary random fields
• A central limit theorem for stationary random fields
• Asymptotic normality of kernel estimates in a regression model for random fields
• Asymptotics for linear processes
• Asymptotics for linear random fields
• CLT for linear random fields with martingale increments
• scientific article; zbMATH DE number 837090 (Why is no real title available?)
• scientific article; zbMATH DE number 3337280 (Why is no real title available?)
• Martingale-coboundary representation for a class of random fields
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Strong approximation for set-indexed partial sum processes via KMT constructions. I

Cited in

(6)

• Central limit theorem for two-parameter martingale differences with application to stationary random fields
• Randomization in the construction of multidimensional martingales
• Central limit theorems for instantaneous filters of linear random fields on \(\mathbb{Z}^2\)
• ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
• CLT for linear random fields with martingale increments
• A functional CLT for fields of commuting transformations via martingale approximation

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