A Central Limit Theorem for linear random fields

被引:5
作者
Malik, Atul [1 ]
Woodroofe, Michael [1 ]
机构
[1] Univ Michigan, Ann Arbor, MI 48109 USA
关键词
Central Limit Theorem; Random field; Linear random fields;
D O I
10.1016/j.spl.2011.06.007
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
A Central Limit Theorem is proved for linear random fields when sums are taken over union of finitely many disjoint rectangles. The approach does not rely upon the use of Beveridge-Nelson decomposition and the conditions needed are similar in nature to those given by Ibragimov for linear processes. When specializing this result to the case when sums are being taken over rectangles, a complete analogue of the Ibragimov result is obtained for random fields with a lot of uniformity. Published by Elsevier B.V.
引用
收藏
页码:1623 / 1626
页数:4
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