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

We consider linear random fields and show how an analogue of the Beveridge-Nelson decomposition can be applied to prove limit theorems for sums of such fields.

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Year of publication:	2010
Authors:	Paulauskas, Vygantas
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 3, p. 621-639
Publisher:	Elsevier
Subject:	Limit theorems Random fields

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

Persistent link: https://www.econbiz.de/10008550977