The invariance principle for linear multi-parameter stochastic processes generated by associated fields

DOI10.1016/j.spl.2008.06.022zbMath1152.60026OpenAlexW2047292800MaRDI QIDQ958960

Yong-Kab Choi, Tae-Sung Kim, Mi-Hwa Ko

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.022

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (4)

The strong law of large numbers for linear random fields generated by negatively associated random variables on \(Z^d\) ⋮ On complete convergence for weighted sums of martingale-difference random fields ⋮ On the Asymmetric Marcinkiewicz-Zygmund Strong Law of Large Numbers for Linear Random Fields ⋮ A central limit theorem for weighted sums of associated random field

Cites Work

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• An invariance principle for associated random fields
• Asymptotics for linear processes
• Invariance principle for martingale-difference random fields
• Invariance principle for associated random fields
• Association of Random Variables, with Applications
• Asymptotics for linear random fields

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