A note on central limit theorems for lattice models (Q1970852)
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scientific article; zbMATH DE number 1423775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on central limit theorems for lattice models |
scientific article; zbMATH DE number 1423775 |
Statements
A note on central limit theorems for lattice models (English)
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25 January 2001
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Let \(\{U_{ts}\}\), \(t=1,\dots,m_1\), \(s=1,\dots,m_2\), be a process defined on a two-dimensional lattice. Let \(m_1\), \(m_2\) be nonnegative integers. Assume that \(\{U_{ts}\}\) is stationary. The author defines that \(\{U_{ts}\}\) is \((m_1, m_2)\)-dependent if the sets \(\{U_{ij}, i\leq t, j\leq s\}\) and \(\{U_{ij}, i\geq t+m_1+1 \text{ or } j\geq s+m_2 +1\}\) are independent for each \((t,s)\). A central limit theorem (CLT) for \((m_1, m_2)\)-dependent processes is derived and generalized to a weighted CLT. Results of a simulation study are presented.
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time series
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lattice processes
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\(m\)-dependent processes
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spatial processes
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asymptotics
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