A functional central limit theorem for the quadratic variation of a class of gaussian random fields

DOI10.2307/3314854zbMath0699.60019OpenAlexW1984856276MaRDI QIDQ3477735

Chandrakant M. Deo

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314854

zbMATH Keywords

functional central limit theoremLévy-Baxter-type Gaussian random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Limit theorems for power variations of ambit fields driven by white noise

Cites Work

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• On quadratic variation of processes with Gaussian increments
• A Strong Limit Theorem for Gaussian Processes
• A New Limit Theorem for Stochastic Processes with Gaussian Increments
• On Berman's Version of the Levy-Baxter Theorem
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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