A central limit theorem for stationary random fields
From MaRDI portal
Publication:5916108
DOI10.1016/j.spa.2012.08.014zbMath1308.60025arXiv1109.0838OpenAlexW2025299529MaRDI QIDQ5916108
Dalibor Volný, Mohamed El Machkouri, Wei-Biao Wu
Publication date: 15 November 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.0838
Related Items (39)
Erratum to: ``An invariance principle for stationary random fields under Hannan's condition ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the weak invariance principle for non-adapted stationary random fields under projective criteria ⋮ Inference for Structural Breaks in Spatial Models ⋮ Sequential change point detection in high dimensional time series ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields ⋮ On the asymptotic normality of kernel density estimators for causal linear random fields ⋮ Principal Component Analysis of Spatially Indexed Functions ⋮ Uniform change point tests in high dimension ⋮ Nonparametric testing for the specification of spatial trend functions ⋮ Martingale-coboundary representation for stationary random fields ⋮ Asymptotic spectral theory for spatial data ⋮ Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ Central limit theorem for Fourier transform and periodogram of random fields ⋮ Unnamed Item ⋮ Estimation and inference of change points in high-dimensional factor models ⋮ An invariance principle for fractional Brownian sheets ⋮ On a class of recursive estimators for spatially dependent observations ⋮ On the normal approximation for random fields via martingale methods ⋮ Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Martingale approximations for random fields ⋮ On nonparametric inference for spatial regression models under domain expanding and infill asymptotics ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ Central limit theorems for long range dependent spatial linear processes ⋮ A central limit theorem for fields of martingale differences ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ Central limit theorem for mean and variogram estimators in Lévy–based models ⋮ On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data ⋮ Randomized multivariate central limit theorems for ergodic homogeneous random fields ⋮ Frequency domain bootstrap methods for random fields ⋮ Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method ⋮ On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields ⋮ Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields ⋮ Quenched invariance principles for orthomartingale-like sequences ⋮ Placebo inference on treatment effects when the number of clusters is small ⋮ A local limit theorem for linear random fields
This page was built for publication: A central limit theorem for stationary random fields