Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields

DOI10.1080/07362994.2013.741410zbMath1267.60056arXiv1307.2419OpenAlexW2142898295MaRDI QIDQ4916953

Andrew Ya. Olenko

Publication date: 26 April 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2419

zbMATH Keywords

random fieldlong-range dependencelimit theoremsweighted functionalseasonal/cyclical long memory

Mathematics Subject Classification ID

Random fields (60G60) Functional limit theorems; invariance principles (60F17)

Related Items (12)

Asymptotic normality of simultaneous estimators of cyclic long-memory processes ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Limit theorems for filtered long-range dependent random fields ⋮ STOCHASTIC MODELLING AND STATISTICAL ANALYSIS OF SPATIAL AND LONG-RANGE DEPENDENT DATA ⋮ On a class of minimum contrast estimators for Gegenbauer random fields ⋮ Non-central limit theorems and convergence rates ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Weak convergence of weighted additive functionals of long-range dependent fields

Uses Software

• longmemo

Cites Work

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