On Beveridge-Nelson decomposition and limit theorems for linear random fields

JOURNAL OF MULTIVARIATE ANALYSIS

卷:101

Article

Paulauskas, Vygantas

关键词: Limit theorems;    Random fields;   

DOI  :  10.1016/j.jmva.2009.10.001

来源: Elsevier

【 摘 要 】

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. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free