Asymptotics for linear random fields
From MaRDI portal
Publication:5933609
DOI10.1016/S0167-7152(00)00139-5zbMath0984.60069WikidataQ127332881 ScholiaQ127332881MaRDI QIDQ5933609
No author found.
Publication date: 5 May 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
invariance principle; Hungarian construction; independent innovations; linear random field; multivariate polynomial
60G60: Random fields
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
Related Items
Exact moderate and large deviations for linear random fields, On the Asymmetric Marcinkiewicz-Zygmund Strong Law of Large Numbers 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, Rates of convergence in the CLT for linear random fields, On Beveridge-Nelson decomposition and limit theorems for linear random fields, Long-run variance estimation for spatial data under change-point alternatives, The invariance principle for linear multi-parameter stochastic processes generated by associated fields, Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference, Remarks on the SLLN for linear random fields, Strong laws of large numbers for arrays of random variables and stable random fields, Testing for epidemic changes in the mean of a multiparameter stochastic process, ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
Cites Work
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item