A statistical version of the central limit theorem for vector-valued random fields.
DOI10.1023/B:MATN.0000043475.02039.E0zbMATH Open1070.62083OpenAlexW2015059574MaRDI QIDQ556552FDOQ556552
Authors: Alexander V. Bulinski 
Publication date: 21 June 2005
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:matn.0000043475.02039.e0
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Cited In (9)
- Asymptotic Normality of Local Averaging Estimates for Weakly Dependent Random Fields
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
- Randomized limit theorems for stationary ergodic random processes and fields
- Central limit theorems for the excursion set volumes of weakly dependent random fields
- Parametric estimation in autoregressive processes under quasi-associated random errors
- Convergence rate in CLT for vector-valued random fields with self-normalization
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Change-point detection and bootstrap for Hilbert space valued random fields
- Central limit theorem for positively associated stationary random fields
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