CENTRAL LIMIT THEOREM FOR TWO-PARAMETER MARTINGALE DIFFERENCES WITH APPLICATION TO STATIONARY RANDOM FIELDS

被引：0

作者：

黄大威

机构：

[1] PRC

[2] Peking University

[3] Department of Probability and Statistics

[4] Beijing 100871

来源：

Science China Mathematics | 1992年 / 04期

关键词：

2-D martingales; stationary random fields; central limit theorem;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices （s,s）<（t,t） iff s<tor S=tand s<t. An example showsthat this definition may be the weakest condition under which the central limit theorem stillholds. These results are used for the limit distribution of average value and sample autocovar-iances of stationary random fields as well as least squares estimates for some kind of spatialAR models.

引用

页码：413 / 425

页数：13

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