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

Vygantas Paulauskas

Journal of Multivariate Analysis, 2010, vol. 101, issue 3, 621-639

Abstract: 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.

Keywords: Limit; theorems; Random; fields (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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