Asymptotics for linear random fields

DOI10.1016/S0167-7152(00)00139-5zbMath0984.60069WikidataQ127332881 ScholiaQ127332881MaRDI QIDQ5933609

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Publication date: 5 May 2002

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

zbMATH Keywords

invariance principleHungarian constructionindependent innovationslinear random fieldmultivariate polynomial

Mathematics Subject Classification ID

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

Related Items (14)

On Beveridge-Nelson decomposition and limit theorems for linear random fields ⋮ 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 ⋮ Long-run variance estimation for spatial data under change-point alternatives ⋮ Rates of convergence in the CLT for linear random fields ⋮ ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS ⋮ Testing for epidemic changes in the mean of a multiparameter stochastic process ⋮ Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference ⋮ The invariance principle for linear multi-parameter stochastic processes generated by associated fields ⋮ On the Asymmetric Marcinkiewicz-Zygmund Strong Law of Large Numbers for Linear Random Fields ⋮ Remarks on the SLLN for linear random fields ⋮ Exact moderate and large deviations for linear random fields ⋮ Strong laws of large numbers for arrays of random variables and stable random fields

Cites Work

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• 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
• A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
• Asymptotics for linear processes
• Distribution function inequalities for martingales
• Invariance principle for martingale-difference random fields
• Mixing: Properties and examples
• Weak convergence for nonuniform \(\varphi\)-mixing random fields
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• A central limit theorem for stationary random fields

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