On Beveridge-Nelson decomposition and limit theorems for linear random fields

DOI10.1016/J.JMVA.2009.10.001MaRDI QIDQ847417zbMATH OpenOpenAlexFDO

Authors V. Paulauskas

Publication date 12 February 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2009.10.001

zbMATH Keywords

random fieldslimit theoremsBeveridge-Nelson decomposition

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Strong limit theorems (60F15)

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• A remark on self-normalization for dependent random variables
• Asymptotics for linear processes
• Asymptotics for linear random fields
• Characterization of the law of the iterated logarithm in Banach spaces
• Linear Regression Limit Theory for Nonstationary Panel Data
• Linear processes in function spaces. Theory and applications
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• Stochastic integrals in the plane
• Strong laws of large numbers for \(r\)-dimensional arrays of random variables
• The supremum of a negative drift random walk with dependent heavy-tailed steps.
• Weak martingales and stochastic integrals in the plane

Cited in

(10)

• CLT for linear random fields with stationary martingale-difference innovation
• CLT for linear random fields with martingale increments
• 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 \(Z^d\)
• Laws of large numbers and central limit theorems for linear processes
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• Macroscaling limit theorems for filtered spatiotemporal random fields
• A simple approach in limit theorems for linear random processes and fields with continuous time
• Rates of convergence in the CLT for linear random fields

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