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

DOI10.1016/J.JMVA.2009.10.001zbMATH Open1201.60026OpenAlexW2046440462MaRDI QIDQ847417FDOQ847417

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

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zbMATH Keywords

random fieldslimit theoremsBeveridge-Nelson decomposition

Mathematics Subject Classification ID

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

Cites Work

• Linear Regression Limit Theory for Nonstationary Panel Data
• Asymptotics for linear processes
• Linear processes in function spaces. Theory and applications
• The supremum of a negative drift random walk with dependent heavy-tailed steps.
• Characterization of the law of the iterated logarithm in Banach spaces
• Stochastic integrals in the plane
• A remark on self-normalization for dependent random variables
• Strong laws of large numbers for \(r\)-dimensional arrays of random variables
• Asymptotics for linear random fields
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• Weak martingales and stochastic integrals in the plane
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• A note on self-normalization for a simple spatial autoregressive model
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• Title not available (Why is that?)

Cited In (10)

• 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
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• On the asymmetric Marcinkiewicz-Zygmund strong law of large numbers for linear random fields
• Macroscaling limit theorems for filtered spatiotemporal 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
• 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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