Asymptotics for linear random fields

We prove that partial sums of linear multiparameter stochastic processes can be represented as partial sums of independent innovations plus components that are uniformly of smaller order. This representation is exploited to establish functional central limit theorems and strong approximations for random fields.

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Year of publication:	2001
Authors:	Marinucci, D. ; Poghosyan, S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 2, p. 131-141
Publisher:	Elsevier
Keywords:	Approximation of linear random fields Invariance principle Hungarian construction

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254755