A central limit theorem for linear random fields

DOI10.1016/J.SPL.2011.06.007zbMATH Open1226.60037arXiv1007.1490OpenAlexW2963719593MaRDI QIDQ643231FDOQ643231

Authors: Atul Mallik, Michael Woodroofe 

Publication date: 28 October 2011

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

Abstract: A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to those given by Ibragimov for linear processes. When specializing this result to the case when sums are being taken over rectangles, a complete analogue of Ibragimov result is obtained with a lot of uniformity.

Full work available at URL: https://arxiv.org/abs/1007.1490

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zbMATH Keywords

central limit theoremrandom fieldlinear random fields

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Cites Work

• Some Limit Theorems for Stationary Processes
• Asymptotics for linear processes
• Linear processes in function spaces. Theory and applications
• Title not available (Why is that?)
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS

Cited In (16)

• Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
• Central limit theorems for instantaneous filters of linear random fields on \(\mathbb{Z}^2\)
• Rates of convergence in the CLT for linear random fields
• On the local limit theorems for linear sequences of lower psi-mixing Markov chains
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• A central limit theorem for stationary random fields
• A central limit theorem for stationary random fields
• Title not available (Why is that?)
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• Title not available (Why is that?)
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• A central limit theorem for Lebesgue integrals of random fields
• Asymptotics for linear random fields
• A local limit theorem for linear random fields
• Exact moderate and large deviations for linear random fields
• A simple approach in limit theorems for linear random processes and fields with continuous time

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