Limit theorems for weighted Bernoulli random fields under Hannan's condition

被引:8
作者
Klicnarova, Jana [1 ]
Volny, Dalibor [2 ]
Wang, Yizao [3 ]
机构
[1] Univ South Bohemia, Fac Econ, Studentska 13, Ceske Budejovice 37005, Czech Republic
[2] Univ Rouen, Lab Math Raphael Salem, F-76801 St Etienne, France
[3] Univ Cincinnati, Dept Math Sci, 2815 Commons Way, Cincinnati, OH 45221 USA
关键词
Invariance principle; Hannan's condition; Stationary random field; m-dependent approximation; INVARIANCE-PRINCIPLE; CRITERIA;
D O I
10.1016/j.spa.2015.12.006
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
Recently, invariance principles for partial sums of Bernoulli random fields over rectangular index sets have been proved under Hannan's condition. In this note we complement previous results by establishing limit theorems for weighted Bernoulli random fields, including central limit theorems for partial sums over arbitrary index sets and invariance principles for Gaussian random fields. Most results improve earlier ones on Bernoulli random fields under Wu's condition, which is stronger than Hannan's condition. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:1819 / 1838
页数:20
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