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ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS

ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS

Abstract For a linear random field (linear p -parameter stochastic process) generated by a dependent random field with zero mean and finite q th moments ( q >2 p ), we give sufficient conditions that the linear random field converges weakly to a multiparameter standard Brownian motion if the corresponding …