On Beveridge-Nelson decomposition and limit theorems for linear random fields
We consider linear random fields and show how an analogue of the Beveridge-Nelson decomposition can be applied to prove limit theorems for sums of such fields.
Year of publication: |
2010
|
---|---|
Authors: | Paulauskas, Vygantas |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 3, p. 621-639
|
Publisher: |
Elsevier |
Subject: | Limit theorems Random fields |
Saved in:
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