Central limit theorems for instantaneous filters of linear random fields on Z2

Tsung Lin Cheng, Hwai Chung Ho

研究成果: Chapter

3 引文 斯高帕斯(Scopus)

摘要

This note considers the stationary sequence generated by applying an instantaneous filter to a linear random field in Z2. The class of filters under consideration includes polynomials and indicator functions. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proved for the partial sums of the stationary sequence.

原文English
主出版物標題Random Walk, Sequential Analysis and Related Topics
主出版物子標題A Festschrift in Honor of Yuan-Shih Chow
發行者World Scientific Publishing Co.
頁面71-84
頁數14
ISBN(電子)9789812772558
ISBN(列印)9812703551, 9789812703552
DOIs
出版狀態Published - 2006 一月 1

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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  • 引用此

    Cheng, T. L., & Ho, H. C. (2006). Central limit theorems for instantaneous filters of linear random fields on Z2 Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow (頁 71-84). World Scientific Publishing Co.. https://doi.org/10.1142/9789812772558_0005