On functional central limit theorems for linear random fields with dependent innovtions

Authors

  • Tae-Sung Kim

DOI:

https://doi.org/10.21914/anziamj.v49i0.96

Abstract

For a linear random field (linear p-parameter stochastic process) generated by a dependent random field with zero mean and finite qth moments (q>2p), we give sufficient conditions that the linear random field converges weakly to a multiparameter standard Brownian motion if the corresponding dependent random field does so. doi:10.1017/S1446181108000217

Published

2008-10-30

Issue

Section

Articles for Printed Issues