The invariance principle for linear multi-parameter stochastic processes generated by associated fields

DOI10.1016/J.SPL.2008.06.022MaRDI QIDQ958960zbMATH OpenOpenAlexFDO

Authors Tae-Sung Kim, Mi-Hwa Ko, Yong-Kab Choi

Publication date 10 December 2008

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

Full work available at URL https://doi.org/10.1016/j.spl.2008.06.022

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Random fields (60G60)

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Cites work

• An invariance principle for associated random fields
• Association of Random Variables, with Applications
• Asymptotics for linear processes
• Asymptotics for linear random fields
• scientific article; zbMATH DE number 3403545 (Why is no real title available?)
• Invariance principle for associated random fields
• Invariance principle for martingale-difference random fields

Cited in

(6)

• An invariance principle related to a process which generalizes the \(N\)-dimensional Brownian motion
• On complete convergence for weighted sums of martingale-difference random fields
• A central limit theorem for weighted sums of associated random field
• The strong law of large numbers for linear random fields generated by negatively associated random variables on Z^d
• scientific article; zbMATH DE number 746175 (Why is no real title available?)
• On the asymmetric Marcinkiewicz-Zygmund strong law of large numbers for linear random fields

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