Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Florin Avram, Nikolai Leonenko and Ludmila Sakhno

Stochastic Processes and their Applications, 2015, vol. 125, issue 4, 1629-1652

Abstract: We obtain central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities. The proofs are based on the Hölder–Young–Brascamp–Lieb inequality.

Keywords: Integral of random fields; Asymptotic normality; Higher-order spectral densities; Hölder–Young–Brascamp–Lieb inequality (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:125:y:2015:i:4:p:1629-1652

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DOI: 10.1016/j.spa.2014.11.010

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