Asymptotics for linear random fields

D. Marinucci and S. Poghosyan

Statistics & Probability Letters, 2001, vol. 51, issue 2, 131-141

Abstract: 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.

Keywords: Approximation; of; linear; random; fields; Invariance; principle; Hungarian; construction (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00139-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:51:y:2001:i:2:p:131-141

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().