Central limit theorems for long range dependent spatial linear processes

DOI10.3150/14-BEJ661zbMath1333.60032arXiv1601.01131OpenAlexW1880384040WikidataQ57433430 ScholiaQ57433430MaRDI QIDQ5963504

Peter M. Robinson, Soumendra Nath Lahiri

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01131

zbMATH Keywords

positive dependencecentral limit theoremslong range dependenceedge effectsincreasing domain asymptoticsnegative dependencespatial linear processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items

Scaling transition for nonlinear random fields with long-range dependence, Inference for Structural Breaks in Spatial Models, Limit theorems for linear random fields with innovations in the domain of attraction of a stable law, Some remarks on definitions of memory for stationary random processes and fields, Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\), Nonparametric testing for the specification of spatial trend functions, Spatial long memory, Testing normality of data on a multivariate grid, Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\), Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis, On Lamperti type limit theorem and scaling transition for random fields, Cramér type moderate deviations for random fields, Anisotropic scaling limits of long-range dependent random fields, A local limit theorem for linear random fields, Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An invariance principle for fractional Brownian sheets
• Parameter estimates for fractional autoregressive spatial processes
• On least squares estimation for long-memory lattice processes
• Asymptotic properties of nonparametric regression for long memory random fields
• The central limit theorem for time series regression
• On the central limit theorem for stationary mixing random fields
• Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
• Mixing: Properties and examples
• Large-sample inference for nonparametric regression with dependent errors
• Invariance principles for non-isotropic long memory random fields
• Dependence in probability and statistics.
• Power-law correlations, related models for long-range dependence and their simulation
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Long memory random fields
• Orientation of anisotropic random fields and images
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Non-central limit theorems for non-linear functional of Gaussian fields
• Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
• Prediction of Spatial Cumulative Distribution Functions Using Subsampling
• Measure Theory and Probability Theory
• ON STATIONARY PROCESSES IN THE PLANE
• A central limit theorem for stationary random fields