Invariance principles for non-isotropic long memory random fields |
| |
Authors: | Frédéric Lavancier |
| |
Affiliation: | (1) LS-CREST, Paris, France;(2) Université de NANTES, Laboratoire de Mathématiques Jean Leray, UMR CNRS 6629, UFR Sciences et Techniques, 2, rue de la Houssinière, BP 92208, F-44322 NANTES Cedex 3, France |
| |
Abstract: | We prove that when a random field with bounded spectral density satisfies a Donsker type theorem, its dilated and properly normalised spectral field admits a weak limit. We apply this result to establish the convergence of partial sums for random fields obtained by filtering a white noise. In particular, we prove the convergence of partial sums for strongly-dependent fields whose memory does not satisfy the regularity conditions previously met in the literature. |
| |
Keywords: | Linear filtering Non-Gaussian limit Partial sums Donsker theorem |
本文献已被 SpringerLink 等数据库收录! |
|