A central limit theorem for stationary random fields
From MaRDI portal
Publication:5906900
DOI10.1007/s004400050153zbMath0902.60020OpenAlexW2122236283MaRDI QIDQ5906900
Publication date: 15 December 1998
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050153
Related Items
A CLT for multi-dimensional martingale differences in a lexicographic order ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ Exponential inequalities and functional central limit theorems for random fields ⋮ Central limit theorems and uniform laws of large numbers for arrays of random fields ⋮ Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs ⋮ Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Randomization in the construction of multidimensional martingales ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ On the asymptotic normality of frequency polygons for strongly mixing spatial processes ⋮ Nonparametric regression estimation for random fields in a fixed-design ⋮ CLT for linear random fields with stationary martingale-difference innovation ⋮ On estimation of parameters for spatial autoregressive model ⋮ Inheritance of strong mixing and weak dependence under renewal sampling ⋮ Asymptotic results for spatial causal ARMA models ⋮ Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields ⋮ An empirical process central limit theorem for multidimensional dependent data ⋮ On limit theorems for fields of martingale differences ⋮ On a class of recursive estimators for spatially dependent observations ⋮ On the normal approximation for random fields via martingale methods ⋮ Local linear M-estimation for spatial processes in fixed-design models ⋮ Central limit theorem associated with bilinear random fields ⋮ Asymptotics for linear random fields ⋮ A central limit theorem for nonuniform \(\varphi\)-mixing random fields with infinite variance ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ Comparison between criteria leading to the weak invariance principle ⋮ Asymptotic normality of kernel estimates in a regression model for random fields ⋮ A central limit theorem for fields of martingale differences ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data ⋮ Randomized multivariate central limit theorems for ergodic homogeneous random fields ⋮ On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields ⋮ On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition ⋮ Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields. ⋮ On the universality of spectral limit for random matrices with martingale differences entries
This page was built for publication: A central limit theorem for stationary random fields
