In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1...In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1,t_2) iff s_1<t_1 or S_1=t_1 and s_2<t_2. An example showsthat this definition may be the weakest condition under which the central limit theorem stillholds. These results are used for the limit distribution of average value and sample autocovar-iances of stationary random fields as well as least squares estimates for some kind of spatialAR models.展开更多
Let {ξ<SUB> j </SUB>; j ∈ ℤ<SUB>+</SUB><SUP> d </SUP>be a centered stationary Gaussian random field, where ℤ<SUB>+</SUB><SUP>...Let {ξ<SUB> j </SUB>; j ∈ ℤ<SUB>+</SUB><SUP> d </SUP>be a centered stationary Gaussian random field, where ℤ<SUB>+</SUB><SUP> d </SUP>is the d-dimensional lattice of all points in d-dimensional Euclidean space ℝ<SUP>d</SUP>, having nonnegative integer coordinates. For each j = (j <SUB>1 </SUB>, ..., jd) in ℤ<SUB>+</SUB><SUP> d </SUP>, we denote |j| = j <SUB>1 </SUB>... j <SUB>d </SUB>and for m, n ∈ ℤ<SUB>+</SUB><SUP> d </SUP>, define S(m, n] = Σ<SUB> m【j≤n </SUB>ζ<SUB> j </SUB>, σ<SUP>2</SUP>(|n−m|) = ES <SUP>2 </SUP>(m, n], S <SUB>n </SUB>= S(0, n] and S <SUB>0 </SUB>= 0. Assume that σ(|n|) can be extended to a continuous function σ(t) of t 】 0, which is nondecreasing and regularly varying with exponent α at b ≥ 0 for some 0 【 α 【 1. Under some additional conditions, we study limsup results for increments of partial sum processes and prove as well the law of the iterated logarithm for such partial sum processes.展开更多
Let Y={Y_n;n∈N^2} be a stationary linear random field generated by a two- dimensional martingale difference. Where N^2 denotes the two dimensional integer lattice. The main purpose of this paper is to obtain the LIL ...Let Y={Y_n;n∈N^2} be a stationary linear random field generated by a two- dimensional martingale difference. Where N^2 denotes the two dimensional integer lattice. The main purpose of this paper is to obtain the LIL convergence for the partial-sums of Y.展开更多
文摘In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1,t_2) iff s_1<t_1 or S_1=t_1 and s_2<t_2. An example showsthat this definition may be the weakest condition under which the central limit theorem stillholds. These results are used for the limit distribution of average value and sample autocovar-iances of stationary random fields as well as least squares estimates for some kind of spatialAR models.
基金NSERC Canada grants of Miklos Csorgo and Barbara Szyszkowicz at Carleton University,Ottawa,and by KRF-2003-C00098NSERC Canada grants at Carleton University,Ottawa
文摘Let {ξ<SUB> j </SUB>; j ∈ ℤ<SUB>+</SUB><SUP> d </SUP>be a centered stationary Gaussian random field, where ℤ<SUB>+</SUB><SUP> d </SUP>is the d-dimensional lattice of all points in d-dimensional Euclidean space ℝ<SUP>d</SUP>, having nonnegative integer coordinates. For each j = (j <SUB>1 </SUB>, ..., jd) in ℤ<SUB>+</SUB><SUP> d </SUP>, we denote |j| = j <SUB>1 </SUB>... j <SUB>d </SUB>and for m, n ∈ ℤ<SUB>+</SUB><SUP> d </SUP>, define S(m, n] = Σ<SUB> m【j≤n </SUB>ζ<SUB> j </SUB>, σ<SUP>2</SUP>(|n−m|) = ES <SUP>2 </SUP>(m, n], S <SUB>n </SUB>= S(0, n] and S <SUB>0 </SUB>= 0. Assume that σ(|n|) can be extended to a continuous function σ(t) of t 】 0, which is nondecreasing and regularly varying with exponent α at b ≥ 0 for some 0 【 α 【 1. Under some additional conditions, we study limsup results for increments of partial sum processes and prove as well the law of the iterated logarithm for such partial sum processes.
文摘Let Y={Y_n;n∈N^2} be a stationary linear random field generated by a two- dimensional martingale difference. Where N^2 denotes the two dimensional integer lattice. The main purpose of this paper is to obtain the LIL convergence for the partial-sums of Y.
