Limit theorems for weighted functionals of cyclical long-range dependent random fields
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Abstract: The paper investigates isotropic random fields for which the spectral density is unbounded at some frequencies. Limit theorems for weighted functionals of these random fields are established. It is shown that for a wide class of functionals, which includes the Donsker scheme, the limit is not affected by singularities at non-zero frequencies. For general schemes, in contrast to the Donsker line, we demonstrate that the singularities at non-zero frequencies play a role even for linear functionals.
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Cited in
(18)- Asymptotic behavior of functionals of cyclic long-range dependent random fields
- A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour
- Reduction principle for functionals of strong-weak dependent vector random fields
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- Weak convergence of weighted additive functionals of long-range dependent fields
- Non-central limit theorems and convergence rates
- On the rate of convergence to Rosenblatt-type distribution
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- Limit theorems for filtered long-range dependent random fields
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- On a class of minimum contrast estimators for Gegenbauer random fields
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