Asymptotics for linear random fields

被引：15

作者：

Marinucci, D ^{[1
]}

Poghosyan, S ^{[1
]}

机构：

[1] Univ Rome La Sapienza, Armenian Natl Acad Sci, Math Inst, Armenia, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 51卷 / 02期

关键词：

approximation of linear random fields; invariance principle; Hungarian construction;

D O I：

10.1016/S0167-7152(00)00139-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：131 / 141

页数：11

共 13 条

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